Performance of a high-dimensional R/S method for Hurst exponent estimation

Jose Alvarez-Ramirez, Juan C. Echeverria and Eduardo Rodriguez

Physica A: Statistical Mechanics and its Applications, 2008, vol. 387, issue 26, 6452-6462

Abstract: An extension of the R/S method to estimate the Hurst exponent of high-dimensional fractals is proposed. The method’s performance was adequate when tested with synthetic surfaces having different preset Hurst exponent values and different array sizes. The two-dimensional R/S analysis is used to analyze three images from nature and experimental data, revealing interesting scaling behavior with physical meaning.

Keywords: Random systems; R/S analysis; Images; Hurst exponent (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (11)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:387:y:2008:i:26:p:6452-6462

DOI: 10.1016/j.physa.2008.08.014

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