Semi variance method and scaled windowed variance method for fractal time series analysis.

Version 1.0.0.0 (110 KB) by Guan Wenye
Semi variance method and scaled windowed variance method for fractal time series analysis.
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Semi variance method and scaled windowed variance method for fractal time series analysis.
Referernce: Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series Physica A: Statistical and Theoretical Physics
Volume 241, Issues 3-4, 15 July 1997, Pages 606-626

Cite As

Guan Wenye (2024). Semi variance method and scaled windowed variance method for fractal time series analysis. (https://www.mathworks.com/matlabcentral/fileexchange/19810-semi-variance-method-and-scaled-windowed-variance-method-for-fractal-time-series-analysis), MATLAB Central File Exchange. Retrieved .

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1.0.0.0