Evaluating Quasi-Monte Carlo (QMC) algorithms in blocks decomposition of de-trended

محورهای موضوعی : مجله بین المللی ریاضیات صنعتی

K. Fathi Vajargah ¹ (Department of Statistics, Islamic Azad University, North Branch Tehran, Iran.)

تاریخ دریافت : 1394/06/19 تاریخ پذیرش : 1394/06/19 تاریخ انتشار : 1394/06/10

کلید واژه: De-trended uctuation analysis, Long-range dependence, Cholesky decomposition, Quasi&#x0D, &#x0D, Monte Carlo simulation,

چکیده مقاله :

The length of equal minimal and maximal blocks has eected 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.