Owen Dafydd Jones and Yuan Shen,
Estimating the Hurst index of a self-similar process via the crossing tree.

Signal Processing Letters, 11, pp 416--419, 2004.

Abstract: By considering the crossings of size 2^n made by a continuous self-similar 
process, for n = ..., -1, 0, 1, ..., we build a tree of crossings that encodes the 
sample path.
From the crossing tree we obtain a test for self-similarity and an estimator for the Hurst 
index H.
The accuracy of the estimator is established theoretically and numerically, and a comparison 
study with three other estimators is given, demonstrating its superior performance.
The estimator and self-similarity test are applied to network packet traces, revealing some 
previously unobserved features.