Extracting the scaling exponents of a self-affine, non-Gaussian process from a finite-length time series
Extracting the scaling exponents of a self-affine, non-Gaussian process from a finite-length time series
We address the generic problem of extracting the scaling exponents of a stationary, self-affine process realized by a time series of finite length, where information about the process is not known a priori. Estimating the scaling exponents relies upon estimating the moments, or more typically structure functions, of the probability …