Response to Comments on PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances

Details Response to Comments on PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances Response to Comments on PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances

2008-05-20

arxiv.org/abs/0805.3002v2

Physics

Mathematical Physics

This is a response for a mistake in Li Li, Jianming Hu, Yudong Chen, Yi Zhang, PCA based Hurst exponent estimator for fBm sign

Scientific paper

In this response, we try to give a repair to our previous proof for PCA Based Hurst Exponent Estimator for fBm Signals by using orthogonal projection. Moreover, we answer the question raised recently: If a centered Gaussian process $G_t$ admits two series expansions on different Riesz bases, we may possibly study the asymptotic behavior of one eigenvalue sequence from the knowledge on the asymptotic behaviors of another.

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