Skip to main content
. 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. 6.

Fig. 6

Plots of Ĥ versus H for two variants of Disp and two of R/S methods. Results are means of Ĥ for 100 times series generated using fGp, for series lengths 64, 4096, and 131072. Ĥ’s from Disp5sr are almost unbiased. The estimates of H from R/S on time series of short length are particularly bad.