Kristoufek, Ladislav - In: Physica A: Statistical Mechanics and its Applications 431 (2015) C, pp. 124-127
In this note, we investigate possible relationships between the bivariate Hurst exponent Hxy and an average of the separate Hurst exponents 12(Hx+Hy). We show that two cases are well theoretically founded. These are the cases when Hxy=12(Hx+Hy) and Hxy<12(Hx+Hy). However, we show that the case of Hxy>12(Hx+Hy) is not possible regardless of...</12(hx+hy).>
