Comparison of Wavelet Spectral Density and Rescaled Range Methods for Hurst Parameter Estimation
Julián R. Camargo L et al. Julián R. Camargo L et al., TJPRC · International journal of mechanical and production engineering research and development · 2020
In this paper, two methods are presented for estimating the Hurst parameter using the Matlab computer tool.The analysis is done using images in typical JPG format, which, given their size, allow for data traces of more than one million.With the use of the two proposed methods, a comparison of the efficiency of the implemented algorithms is made in terms of computational complexity and the robustness of the estimator.