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. Author manuscript; available in PMC: 2011 Oct 31.
Published in final edited form as: Physica A. 1997 Dec 1;246(3-4):609–632. doi: 10.1016/S0378-4371(97)00363-4

Fig. 12.

Fig. 12

Means of 100 estimates of H for each H = 0.1,…,0.9 from Disp3 on time series of lengths ranging from 26 to 217 by powers of two from fGn generated by SRA, and SSM and fGp. Recall that the estimates of H from Disp5 of fGn of high H (Fig. 5) have less bias than to estimates of H from Disp3. Ĥ’s for low H processes from the exact fGp do not show the upward bias observed in the Ĥ’s obtained from SSM and SRA simulations. The difference in means of Ĥ’s is striking for short time series and for H ≤ 0.5.