An Efficient Variance Estimator for the Hurst Exponent of Discrete-Time Fractional Gaussian Noise
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概要
- 論文の詳細を見る
- 2012-09-01
著者
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CHEN Liang-Hwa
the Department of Computer Information and Network Engineering, Lunghwa University of Science and Technology
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CHANG Yen-Ching
the School of Applied Information Sciences, Chung Shan Medical University and Department of Medical Imaging, Chung Shan Medical University Hospital
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LAI Li-Chun
the Department of Electrical Engineering and Energy Technology, Chung Chou University of Science and Technology
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CHANG Chun-Ming
the Department of Applied Informatics and Multimedia, Asia University