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4. LRD Exponent

As the determination of the long range dependence exponent is usually less difficult and less important in signal processing applications, there is only one method for estimating it in the current implementation of Fraclab. Note that LRD is a misnomer, since all this routine does is to give an exponent measuring the (possible) power law behaviour of the Fourier power spectrum at low frequencies. Actual LRD will be present only if this exponent is negative. This behaviour is assessed by looking at the wavelet coefficients at large scales. Everything in this sub-menu is so similar to the sub-menu for the CWT-based estimation of the pointwise Hölder exponent that we refer the reader to the corresponding help.


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