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

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.

کلیدواژه ها:

De-trended uctuation analysis ، Long-range dependence ، Cholesky decomposition ، Quasi Monte Carlo simulation