Fractal PDF's and Fractal Time Series

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1 total messages Started by Dr. Matt Perry Mon, 16 Nov 1992 16:07

#660

Author: Dr. Matt Perry
Date: Mon, 16 Nov 1992 16:07

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Hi,

I want to give a computer assignment for my graduate EE
stochastics and random variables class on fractal time 
series.  Does anyone have a good reference for actually 
generating random fractal time series?  I read chaos and
the capital market.  It discusses stable peritian (sp?)
in regards to its characteristic function but it does
not state how to generate sequences.  Ideally, I would
like the students to write a program in MATLAB to perform
this function.

Any hints on references would be most appreciated.

Thanks

Matt

PS: Does anyone know of an expression to compute
    unbiased kurtosis?  Any references?
-- 
------------------------------------------------------------------------
Matt Perry, PhD                      Electrical Engineering
Assistant Professor                  Texas Tech
Voice: (806) 742-3489                Box 43102
e-mail: perry@sun1.coe.ttu.edu       Lubbock, TX, USA  79509-3102
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