Scaling exponents estimation from time-scale energy distributions

Abstract

It is shown using some examples that the problem of estimating the evolution of scaling exponents characterizing locally a self-similar process can be efficiently handled within the general framework of time-scale energy distributions related to the wavelength transform. As is implicit from the structure of the estimators considered, the proposed methodology is dependent on the degree of nonstationarity of such evolutions, with fast changes leading to bias-variance tradeoffs.<>