Description Usage Arguments Value Author(s) References See Also Examples
This function uses the Hurst exponent estimates from different lifting trajectories to form a bootstrap confidence interval
1 | bootci(x, level = 0.05)
|
x |
a vector of estimates for the Hurst exponent. |
level |
the significance level for which to compute the bootstrap confidence interval. |
A vector of length 2, indicating the lower and upper confidence interval values.
Matt Nunes
Knight, M. I, Nason, G. P. and Nunes, M. A. (2017) A wavelet lifting approach to long-memory estimation. Stat. Comput. 27 (6), 1453–1471. DOI 10.1007/s11222-016-9698-2.
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