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Overview of H estimation algorithms
| Properties | Dispersional analysis | Rescaled range analysis |
|---|---|---|
| Data type | fGn | fGn |
| Partitioning | Binary | Binary |
| Local statistic (within a bin) | Mean | Range/SD |
| Partition-based statistic (over all bins) | SD | Mean |
| Relation of Ĥ to slope of log(partition-based statistic) versus log(scale) | Ĥ =1 + slope | Ĥ = slope |
