Scaling Properties of Long-Range Correlated Noisy Signals

Anna Carbone, Giuliano Castelli

The Hurst coefficient $H$ of a stochastic fractal signal is estimated using the function ${\sigma }_{MA}^2=\frac{1}{N_{max}-n}{\sum }_{i=n}^{N_{max}}[y(i)-{\tilde{y}}_n(i){]}^2$, where $\wid…