统计研究 ›› 2004, Vol. 21 ›› Issue (8): 37-3.

• 论文 • 上一篇    下一篇

H指数估计方法的有效性检验

邹新月;许涤龙   

  1. 湖南大学
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2004-08-15 发布日期:2004-08-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2004-08-15 Published:2004-08-15

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.