统计研究 ›› 2004, Vol. 21 ›› Issue (8): 37-3.
• 论文 • 上一篇 下一篇
邹新月;许涤龙
收稿日期:
修回日期:
出版日期:
发布日期:
Received:
Revised:
Online:
Published:
Abstract: Significance testing for the Hurst Exponent resulting from R/S analysis method is applied. Theconfidence intervals of the Hurst exponent is shown by Monte Carlo simulations and the influence of thescale factors on Hurst Exponent is also discussed.
邹新月, 许涤龙. H指数估计方法的有效性检验[J]. 统计研究, 2004, 21(8): 37-3.
0 / / 推荐
导出引用管理器 EndNote|Reference Manager|ProCite|BibTeX|RefWorks
链接本文: https://tjyj.stats.gov.cn/CN/
https://tjyj.stats.gov.cn/CN/Y2004/V21/I8/37
Cited