Hurst Exponent using Power Spectral Density

ammal — Thu, 15 Nov 2007 23:15:55 -0500

Hi all,
I am wondering if you could help me to estimate PSD from a
discrete series that represents measurements versus Depth.
after constructing PSD, i need to estimate Hurst Exponent
by plotting PSD versus frequency on a log-log plot and get
the slope.

The data looks like X(depth)= .1, .2,.......,
and X-axis values look like =0, .5, 1,......,100

your fast response is highly appreciated.

Ammal

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Hurst Exponent using Power Spectral Density