In your documentation, it is stated that when the Hurst exponent h(2) > 0.5, it indicates long-range autocorrelation, while h(2) < 0.5 indicates short-range autocorrelation. However, this is incorrect.
It should state that when h(2)>0.5, it is positively autocorrelated, and when h(2)<0.5, it is negatively autocorrelated.
In fact, the sign of short-range autocorrelation is the presence of a crossover point. Before this point, the slope is not equal to 0.5, and after this point, it becomes equal to 0.5. This scale of the crossover point is known as the correlation length.
In your documentation, it is stated that when the Hurst exponent h(2) > 0.5, it indicates long-range autocorrelation, while h(2) < 0.5 indicates short-range autocorrelation. However, this is incorrect.
It should state that when h(2)>0.5, it is positively autocorrelated, and when h(2)<0.5, it is negatively autocorrelated.
In fact, the sign of short-range autocorrelation is the presence of a crossover point. Before this point, the slope is not equal to 0.5, and after this point, it becomes equal to 0.5. This scale of the crossover point is known as the correlation length.