文件名称:Wavelet_Estimation
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计算时间序列的Hurst系数有许多方法，但是其中最准确的就是利用小波法来计算，本程序用Matlab实现了用小波来计算Hurst系数。
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压缩包 : 77433660wavelet_estimation.rar 列表 Wavelet_Estimation\Secondorder\chi2_CDF.m Wavelet_Estimation\Secondorder\chi2_CDFinv.m Wavelet_Estimation\Secondorder\chi2_CDFmod.m Wavelet_Estimation\Secondorder\convoluteur.m Wavelet_Estimation\Secondorder\eda_staty.m Wavelet_Estimation\Secondorder\ffteur.m Wavelet_Estimation\Secondorder\fgn8.dat Wavelet_Estimation\Secondorder\gauss_CDF.m Wavelet_Estimation\Secondorder\gauss_CDFinv.m Wavelet_Estimation\Secondorder\initDWT_discrete.m Wavelet_Estimation\Secondorder\initfilterDaub_DWT_discrete.m Wavelet_Estimation\Secondorder\LDestimate.m Wavelet_Estimation\Secondorder\method6.m Wavelet_Estimation\Secondorder\newchoosej1.m Wavelet_Estimation\Secondorder\psi.m Wavelet_Estimation\Secondorder\regrescomp.m Wavelet_Estimation\Secondorder\rlistcoefdaub.m Wavelet_Estimation\Secondorder\rsynthond1.m Wavelet_Estimation\Secondorder\rzeta.m Wavelet_Estimation\Secondorder\upsample.m Wavelet_Estimation\Secondorder\wtspec.m Wavelet_Estimation\Secondorder Wavelet_Estimation