Hurst Modeling
Last update : 13/3/2007

Hill - Perform the Hill and Alternative Hill estimators of a time series x

Calling Sequence

[Hill,altHill]=Hill(x,n)

Parameters

Description

Perform the Hill and Alternative Hill estimators of a time series x>0. n is the number of points placed uniformaly between 0 and 1.

Examples

  x=read('./demos/fgn',-1,1);
  [Hill,altHill]=Hill(x,50);
  scf;
  subplot(3,1,1);plot(x);xtitle('x');
  subplot(3,1,2);plot(Hill);xtitle('Hill plot');
  subplot(3,1,3);plot(altHill);xtitle('Alternative Hill plot');
  

Authors

Foued Melakessou University of Luxembourg

Bibliography

Intra Project 2004-2007

Used Function

Hill.