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Fig. 3. Regularity functions obtained by the three algorithms from the 2D-mBm paths,
represented in Fig.2, simulated with three types of
H
function: (a) bilinear (b) logistic (c)
periodic
Line 1: theoretical
H
function; Lines 2 & 3: regularity functions estimated using FFT-based
algorithms with, respectively, the Morlet wavelet and the Mexican hat; Line 4: regularity
function estimated using 2D MFT (=40).
The columns from left to right represent: (1) the estimated
H
function , (2) the estimation error ,
calculated as the difference between the estimated
H
function and the theoretical
H
function.
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