Generalized Hurst exponent

Generalized Hurst exponent of a stochastic variable

Version 1.2.0 (2.04 KB)
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(15)
31 Jan 2013
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Cite As

Tomaso Aste (2026). Generalized Hurst exponent (https://au.mathworks.com/matlabcentral/fileexchange/30076-generalized-hurst-exponent), MATLAB Central File Exchange. Retrieved .

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Version Published Release Notes
1.2.0

minor changes
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1.1.0

Minor changes.
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1.0.0

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