% 初始化randn發(fā)生器
randn('state',1)
% 設(shè)置參數(shù)H＝0.6和采樣長度
H = 0.6; lg = 10000;
% 產(chǎn)生100次基于小波的FBM，H = 0.6
% 對(duì)它們進(jìn)行三次估計(jì)
n = 100; Hest = zeros(n,3);
for i = 1:n
    fBm06 = wfbm(H,lg);
    Hest(i,:) = wfbmesti(fBm06);
end
% 比較經(jīng)驗(yàn)分布
subplot(311), hist(Hest(:,1)); 
title('離散二階導(dǎo)數(shù)估計(jì)')
subplot(312), hist(Hest(:,2)); 
title('小波估計(jì)') 
subplot(313), hist(Hest(:,3)); 
title('小波高頻回歸估計(jì)')
xlabel('H = 0.6的真值')