Hölder exponent

16 May 2011

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I would like to know how to calculate the Hölder exponent.

Can someone please explain it in a simple way, somehow step by step? Is there any MATLAB built-in function for this?

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Doug Hull on 16 May 2011

Please explain or link to something. What is a Holder exponent?

Juli on 16 May 2011

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Dear Doug Hull

Local Holder Exponents are used for Detection of singularities of the time series ,a kind of local autocorrelation.

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