A generator of cauchy-distributed time series with specific Hurst index
A generator of artificial Cauchy-distributed time series is presented. This generator transforms any random time series, e.g., standardized fractional Gaussian noise (FGN), into a Cauchy-distributed series with specific location and scale parameters and correlation structure, determined by the Hurst...
| Үндсэн зохиолчид: | , , |
|---|---|
| Формат: | Proceeding Paper |
| Хэл сонгох: | English |
| Хэвлэсэн: |
2011
|
| Нөхцлүүд: | |
| Онлайн хандалт: | http://irep.iium.edu.my/1314/1/DNC-NAEC_11_-_FINAL.pdf |