Table 1.

Numerical results of fractal exponent estimations with PG, AF, and DFA methods. Simulated release series are characterized by parameters: N = 10⁴, a _f = 2%, 15%, 50%, 85%, and α = 0, 0.5, 1, 1.5, 2.

α	PG	AF	DFA
	a f = 2%
0	−0.288	0.160	0.263
0.5	0.347	0.721	0.633
1	0.869	1.001	0.868
1.5	1.287	1.433	1.053
2	1.580	1.856	1.248
	a f = 15%
0	−0.201	−0.034	0.291
0.5	0.324	0.656	0.640
1	0.898	0.918	0.880
1.5	1.236	1.388	1.025
2	1.414	1.838	1.199
	a f = 50%
0	−0.929	−0.281	0.232
0.5	0.176	0.678	0.609
1	0.723	0.898	0.872
1.5	1.074	1.408	1.049
2	1.374	1.818	1.166
	a f = 85%
0	−0.582	−0.532	0.210
0.5	−0.265	0.367	0.481
1	0.348	0.979	0.883
1.5	0.219	1.488	0.919
2	0.326	1.681	0.900