In this paper, we recall basic results we have obtained about generalized Hölder spaces and present a wavelet characterization that holds under more general hypothesis than previously stated. This theoretical tool gives rise to a method for estimating the global Hölder exponent which seems to be more precise than other wavelet-based approaches. This work should prove helpful for estimating long range correlations.
CITATION STYLE
Nicolay, S., & Kreit, D. (2016). A refined method for estimating the global hölder exponent. In Advances in Intelligent Systems and Computing (Vol. 448, pp. 949–958). Springer Verlag. https://doi.org/10.1007/978-3-319-32467-8_82
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