Wavelets and LRD: conclusions
Conclusions:
- |n|-a in power spectral density of a signal X(t) implies a linear dependence (with slope a) of log2mj on j
- It may hold for all scales or only over a range of scales:
- all scales: self-similarity
- range of scales including the coarsest: LRD
- log-log plot: plot log2mj versus j (octave)