I am quite confused about Hurst, there are N number of papers on Hurst, but I am not finding any that starts with signals of single tone and later with multi-tone i.e. Fourier combined signals that have both linear and non-linear properties (it can be amplitude and frequency modulated form also). The Hurst also having some impact on sampling rate and sample length, can anyone suggest me any paper that gives a brief idea from the basic idea from the basic synthetic data, rather than with a lot of mathematical functions. I have tried the analysis by composing different signal and estimated Hurst, but no pefect picture that can be concluded from the analysis.
Hurst exponents are related to Detrended Fluctuation Analysis (DFA) exponents but instead come out zero when the data from one timescale is completely unpredictable on the basis of all other timescales considered. DFA exponents also vary as a function of sample rate and maximum frequency of fluctuation considered.
Thank you for the answer. Yes, it is true that the sampling length and sampling rate can change the Hurst. This quite complex as the data can be of many dimension and the sampling rate can be of any value depending upon the applications. Cn you please suggest any paper that deals with Hurst calculation of simple sine function and function with harmonics.
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