Correlations between Hurst estimates of simulated time series.

<p>Correlations between Hurst parameter estimates show that they are consistent but not precise. <i>Below Diagonal</i>: correlations between the measures computed over the same 1000 time series with <i>H</i> = 0.5 show that for most measures, errors on estimating the same exponent are not strongly correlated (light green to white to blue) with the exception of a few positively correlated (dark green) measures. <i>Above Diagonal</i>: correlations between Hurst estimates of the same 1000 time series with <i>H</i> values distributed uniformly between 0 and 1 show that measure estimates are consistent across a range of exponents, with some measures showing stronger correlation (green) than others (yellow).