Displaying 3 results from an estimated 3 matches for "fbmsim".
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fbmem
2007 Jan 08
1
fSeries Package
Dear All;
I have used fbmSim to simulate a fbm sequence, however, when I tried to
estimate the Hurst effect, none of the nine procedures gave me an answer
close enough to the real value, which is 0.5 (n=1000). So, would you please
advice,
1. which is the best method to estimate the H among the 9 mehods, R/S,
higuchi or Whittl...
2006 Sep 16
1
regarding chaos
hi all,
I have a simple question that does power spectral analysis related to
capacity dimension, information dimension, lyapunov exponent, hurst
exponent.
If yes then please show me the way. I am newbie in the world of chaos.
Sayonara With Smile & With Warm Regards :-)
G a u r a v Y a d a v
Senior Executive Officer,
Economic Research & Surveillance Department,
Clearing
2007 Jan 10
3
Fractional brownian motion
Dear All;
I have used fbmSim to simulate a fbm sequence, however, when I tried to
estimate the Hurst effect, none of the nine procedures gave me an answer
close enough to the real value, which is 0.5 (n=1000). So, would you please
advice,
1. which is the best method to estimate the H among the 9 mehods, R/S,
higuchi or Whittl...