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Hurst and Helder parameters

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Dmitrij

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Dear friends!!!

In several books about wavelets (e.g. S Malla "A wavelet tour of signal processing") I've collided with evaluation of Hurst's and Helder's index. In order to persuade myself, that I understand their sense correctly, I want to ask you:

What's the mathematical and physical senses of Hurst's and Helde's index (parameter)?

With respect,

Dmitrij
 

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