Hölder exponent

I would like to know how to calculate the Hölder exponent.

Can someone please explain it in a simple way, somehow step by step? Is there any MATLAB built-in function for this?

[Doug Hull]

Please explain or link to something. What is a Holder exponent?

Answer 1

[Juli]

Dear Doug Hull

Local Holder Exponents are used for Detection of singularities of the time series ,a kind of local autocorrelation.