| Summary: | Background. Currently, the Hurst exponent is quite easily interpreted in relation to biometric, medical and economic data, but it is customary to evaluate it on large samples. The aim of the work is to eliminate the methodological error that occurs due to small samples of real data. Materials and methods. The simulation of two-dimensional Brownian motion is used, which gives rise to the possibility of calculating the Hurst exponents. It is proposed by means of simulation modeling to build in advance a nonlinear corrector of methodological errors discovered earlier by E. Feder. Results and conclusions. A relation has been obtained for the value of methodological errors in estimating the Hurst exponent, which makes it possible to correct estimates for small values of the exponent H<0.35 and large values of the exponent H > 0.65. The need to correct methodological errors is growing as the size of small samples of real economic and biometric data decreases.
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