Hurst Modeling
Last update : 19/4/2007

periodogram_h - Perform the Hurst Exponent in respect with the periodogram of the signal x

Calling Sequence

[H,I]=periodogram_h(x,i)

Parameters

Description

Perform the Hurst exponent in repect with the periodogram of the signal x.

Examples

  x=read('./demos/fgn',-1,1);
  x=x';
  i=2:1500;
  [H,I]=periodogram_h(x,i);
  

Authors

Foued Melakessou University of Luxembourg

Bibliography

Intra Project 2004-2007

Used Function

LMS.

See Also

LMS ,