Links.txt
上传用户:qdzhanhui
上传日期:2014-10-24
资源大小:2483k
文件大小:1k
- http://www.cubinlab.ee.mu.oz.au/~darryl/
- http://www.cubinlab.ee.mu.oz.au/~darryl/research.html#Downloads
- http://www.cubinlab.ee.mu.oz.au/~darryl/secondorder_code.html
- http://www.cubinlab.ee.mu.oz.au/~darryl/MS_code.html
- Wavelet based tools for estimation with scaling processes
- The second order estimation code includes a number of related capabilities:
- Matlab code for wavelet based scaling parameter estimation, including estimation of the Hurst parameter of self-similar processes, and the two (yes two!) parameters of long-range dependence (essential for confidence intervals on mean estimates!)
- Code for the special prefiltering necessary in the study of discrete data.
- A function for the automatic selection of the lower cutoff scale.
- A handy tool for the investigation of stationarity- incorporates the test of the `constancy of scaling'.
- On-Line version in C, for data of arbitrary length.
- The multifractal estimation code goes beyond second order:
- Tools for the wavelet based analysis of Multifractals and other MultiScaling processes.