LASS
于 2014-09-26 发布
文件大小:334KB
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代码说明：
The Hurst parameter H characterizes the degree of long-range dependence (and asymptotic selfsimilarity) in stationary time series. Many methods have been developed for the estimation of H data. In practice, however, the classical estimation techniques can be severely affected by nonstationary artifacts in the time series.
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