统计研究 ›› 2006, Vol. 23 ›› Issue (2): 28-31.
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夏南新
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Abstract: Abstract:It is unnecessary that Fractal Rescaled Range regarded as the non-parameter statistical method assumes the distributional characteristics beforehand, which analysis consequences have powerful stability. The Hurst exponent and Peters's Vn Statistic are computed by compiling R/S program with Maflab 7.0 software package in order to determine the statistical cyclical length, i. e., the period-span of longmemory. Knee position, periodical point position, is like the terminal place of sensitive dependence of initial conditional value in chaos phenomenon.
夏南新. 基于分形R/S技术的中国股市非规则周期性研究[J]. 统计研究, 2006, 23(2): 28-31.
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https://tjyj.stats.gov.cn/CN/Y2006/V23/I2/28
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