2016 | OriginalPaper | Chapter
A Refined Method for Estimating the Global Hölder Exponent
Authors : S. Nicolay, D. Kreit
Published in: Information Technology: New Generations
Publisher: Springer International Publishing
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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.