%0 Journal Article
%T Non-linear Estimate and Its Application on R/S Series Analysis<br>R/S系列分析的非线性估计及应用
%A HAO Qing-min
%A <br>郝清民
%J 系统工程理论与实践
%D 2005
%I 
%X R/S series analysis is widely used as measures of long memory in time series. As H parameter estimated bias existed and the precision may be improved through using non-linear estimate as we proposed and verified with ARFIMA model. Finally long memory characters of Chinese stock index and stock samples are revealed by non-linear R/S analysis.
%K long memory
%K non-linear estimate
%K ARFIMA
%K R/S series analysis<br>长期记忆
%K 非线性估计
%K ARFIMA模型
%K R/S系列分析
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=80220C2A371438C8&yid=2DD7160C83D0ACED&vid=C5154311167311FE&iid=38B194292C032A66&sid=E203FB1A272C9DD2&eid=CD775AE9DDBD7B53&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=3&reference_num=15