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Evaluating Quasi-Monte Carlo (Qmc) Algorithms in Blocks Decomposition of De-Trended
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نویسنده
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Fathi Vajargah K.
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منبع
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International Journal Of Industrial Mathematics - 2015 - دوره : 7 - شماره : 4 - صفحه:293 -299
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چکیده
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The length of equal minimal and maximal blocks has effected on logarithm-scale logarithm against sequential function on variance and bias of de-trended fluctuation analysis, by using quasi monte carlo(qmc) simulation and cholesky decompositions, minimal block couple and maximal are founded which are minimum the summation of mean error square in horest power.
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کلیدواژه
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De-Trended Fluctuation Analysis ,Long-Range Dependence ,Cholesky Decomposition ,Quasi Monte Carlo Simulation
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آدرس
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Department Of Statistics, Islamic Azad University, North Branch Tehran, Iran, ایران
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پست الکترونیکی
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k\_fathi@iau-tnb.ac.ir
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Authors
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