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

الموضوعات : مجله بین المللی ریاضیات صنعتی

K. Fathi Vajargah ¹

1 - Department of Statistics, Islamic Azad University, North Branch Tehran, Iran.

تاريخ الإرسال : 26 الخميس , ذو القعدة, 1436 تاريخ التأكيد : 26 الخميس , ذو القعدة, 1436 تاريخ الإصدار : 17 الثلاثاء , ذو القعدة, 1436

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

ملخص المقالة :

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.