Wavelet estimators: observations

• If the LRD is present on all time scales, monofractal estimator produces reliable results:

  • example: MTV

• If the LRD is present only on coarser time scales, multifractal estimator produces more reliable results:

  • example: Mr. Bean

• The difference in performance may be related to the existence of SRD in the statistical process.

• Hence, performance of both estimators seems to depend on the presence of SRD.

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