Evaluating Quasi-Monte Carlo (QMC) algorithms in blocks decomposition of de-trended
(ندگان)پدیدآور
Fathi Vajargah, K.نوع مدرک
TextResearch Paper
زبان مدرک
Englishچکیده
The length of equal minimal and maximal blocks has e ected on logarithm-scale logarithm against sequential function on variance and bias of de-trended uctuation 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.
کلید واژگان
De-trended uctuation analysisLong-range dependence
Cholesky decomposition
Quasi Monte Carlo simulation
شماره نشریه
4تاریخ نشر
2015-10-011394-07-09
ناشر
Science and Research Branch, Islamic Azad University, Tehran, Iran Website: ijim.srbiau.ac.ir Address: Science and Research Branch, Shohada Hesarak Blvd, Daneshgah Square, Sattari Highway, Tehran, Iran. Email: ijim@srbiau.ac.ir Tel:+98(44)32352053, +98(914)3897371. Fax:+98(44)32722660دانشگاه آزاد اسلامی واحد علوم و تحقیقات تهران
سازمان پدید آورنده
Department of Statistics, Islamic Azad University, North Branch Tehran, Iran.شاپا
2008-56212008-563X




