Hurst指数估计中存在的若干问题_以在气候变化研究中的应用为例.pdfVIP

2 4 2 Vol . 24 No . 2 2 0 0 4 0 4 SCIENTIA GEOGRAPHICA SINICA Apr. , 2 0 0 4 Hurst ) ) ) 1 2 江田汉, 邓莲堂 ( 1. , 100871; 2. , 100081) : 7 H rst , : R/ S Whittle ; H rst 0.76 ? 0.003, 20 80 , : R/ S ;H rst ; : P463. 3 :A : 1000- 0690(2004) 02- 0177- 06 ( Self- similarity and long 1 H rst - range dependence) , 1. 1 ( Absolute Value method)[13] [ 1,2] [3] [ 4~ 7] [8] X , i= 1, 2, ,,N, i [9~ 12] m (), [ N/ m] ([ ] H rst H H rst ), k k, , H rst H (0 H 1), : : ( 1) H = 0.5, X , i= 1, 2, ,, N i 1 km X (k) = r X , k = 1, 2,.. .,[N/ m] m i ; (2) 0. 5 H 1, m i= (k- 1) m+ 1 , : ( persistence) 1 N/ m (m) X = r | X (k) | m N/ m k= 1 , ( m, Xm), , , H 1, ; ( 3) 0 A= H - 1 H 0. 5, , 1. 2 ( Aggregated Variance , [ 14] method) , Xi, i= 1, 2, ,,N, (Antipersistence) H 0, ,