hurst parameter estimate

This routine estimate the long-range dependence of a sequence with several methods.

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Cite As

Chu Chen (2026). hurst parameter estimate (https://uk.mathworks.com/matlabcentral/fileexchange/19148-hurst-parameter-estimate), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0

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