Then an adaptive, efficient unbiased estimator of Hurst index based on multiresolution wavelet analysis and weighted regression is presented.

• 针对基于小波的Hurst指数估计方法的自适应问题；结合方差分析给出了一种有效的解决方法；从而提出了自适应的参数估计方法；并且该方法在一般意义上是无偏的.