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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

Table 2.

Comparison of Taqqu’s results with our results

Method H = 0.5 H = 0.6 H = 0.7 H = 0.8 H = 0.9
Variance (Taqqu, similar to Disp) (50 trials, N = 10 000) Ĥ ± SD 0.495 ± 0.026 0.588 ± 0.027 0.687 ± 0.024 0.772 ± 0.022 0.884 ± 0.031
R/S (Taqqu) (50 trials, N = 10 000) Ĥ ± SD 0.535 ± 0.023 0.609 ± 0.024 0.687 ± 0.020 0.766 ± 0.024 0.821 ± 0.027
Disp5 (this study) (100 trials, N = 8 196) Ĥ ± SD 0.500 ± 0.014 0.598 ± 0.013 0.691 ± 0.014 0.784 ± 0.017 0.862 ± 0.018
Disp5s (this study) (100 trial, N = 8 196) Ĥ ± SD 0.499 ± 0.011 0.599 ± 0.014 0.693 ± 0.016 0.787 ± 0.019 0.863 ± 0.018
Disp5sr (this study) (100 trials, N = 8 196) Ĥ ± SD 0.499 ± 0.011 0.600 ± 0.015 0.698 ± 0.017 0.802 ± 0.023 0.898 ± 0.026
R/S-detrended (this study) (100 trials, N = 8 196) Ĥ ± SD 0.528 ± 0.030 0.615 ± 0.032 0.700 ± 0.036 0.785 ± 0.037 0.857 ± 0.034