There are many ways of calculating the Hurst coefficient of time series, but one of the most accurate calculation using wavelet method to count the program source code using Matlab achieve wavelet Hurst coefficient.

CWavvelet_Esta\Wavelet_Estimation\Secondorder\chi2_CDF.m
..............\..................\...........\chi2_CDFinv.m
..............\..................\...........\chi2_CDFmod.m
..............\..................\...........\convoluteur.m
..............\..................\...........\eda_staty.m
..............\..................\...........\ffteur.m
..............\..................\...........\fgn8.dat
..............\..................\...........\gauss_CDF.m
..............\..................\...........\gauss_CDFinv.m
..............\..................\...........\initDWT_discrete.m
..............\..................\...........\initfilterDaub_DWT_discrete.m
..............\..................\...........\LDestimate.m
..............\..................\...........\method6.m
..............\..................\...........\newchoosej1.m
..............\..................\...........\psi.m
..............\..................\...........\regrescomp.m
..............\..................\...........\rlistcoefdaub.m
..............\..................\...........\rsynthond1.m
..............\..................\...........\rzeta.m
..............\..................\...........\upsample.m
..............\..................\...........\wtspec.m
..............\..................\Secondorder
..............\Wavelet_Estimation
CWavvelet_Esta

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