Semi variance method and scaled windowed variance method for fractal time series analysis.
Semi variance method and scaled windowed variance method for fractal time series analysis.
You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
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 (2026). 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 .
General Information
- Version 1.0.0.0 (110 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
