Pages that link to "Item:Q129337"
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The following pages link to Multifractal detrended fluctuation analysis of nonstationary time series (Q129337):
Displaying 50 items.
- Detrended multiple cross-correlation coefficient with sliding windows approach (Q128081) (← links)
- RespirAnalyzer (Q129338) (← links)
- fractalRegression (Q158548) (← links)
- Multifractal spectrum distribution based on detrending moving average (Q339846) (← links)
- Daily extreme temperature multifractals in Catalonia (NE Spain) (Q398078) (← links)
- Expectation values and variance based on \(\mathcal L^p\)-norms (Q406224) (← links)
- Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks (Q407818) (← links)
- An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372) (← links)
- Fractal and multifractal analysis of the rise of oxygen in Earth's early atmosphere (Q502754) (← links)
- Trading volume in financial markets: an introductory review (Q508275) (← links)
- Measuring multiscaling in financial time-series (Q508279) (← links)
- Stylized facts of price gaps in limit order books (Q508284) (← links)
- Alternative measure of multifractal content and its application in finance (Q508304) (← links)
- Complexity testing techniques for time series data: a comprehensive literature review (Q508502) (← links)
- Multifractality in fidelity sequences of optimized Toffoli gates (Q513425) (← links)
- Investigation on series of length of coding and non-coding DNA sequences of bacteria using multifractal detrended cross-correlation analysis (Q530463) (← links)
- Higher-order phase transitions on financial markets (Q614550) (← links)
- Modeling traffic flow correlation using DFA and DCCA (Q623871) (← links)
- Chaos, randomness and multi-fractality in bitcoin market (Q722915) (← links)
- Multifractal regime detecting method for financial time series (Q728164) (← links)
- Multifractal time series analysis using the improved 0-1 test model (Q728168) (← links)
- Application of generalized Hurst dimension rose plot in terrain altitude analysis (Q821710) (← links)
- Multifractal theory with its applications in data management (Q893048) (← links)
- Sudden onset of log-periodicity and superdiffusion in non-Markovian random walks with amnestically induced persistence: exact results (Q977744) (← links)
- Multi-scale correlations in different futures markets (Q978788) (← links)
- A nonextensive approach to the dynamics of financial observables (Q978850) (← links)
- Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods (Q1412919) (← links)
- Singularity power spectrum distribution (Q1618461) (← links)
- Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (Q1618468) (← links)
- Modified cross sample entropy and surrogate data analysis method for financial time series (Q1618520) (← links)
- Multifractal detrended cross-correlation analysis of coding and non-coding DNA sequences through chaos-game representation (Q1618655) (← links)
- Multifractal detrended fluctuation analysis of Pannonian earthquake magnitude series (Q1619217) (← links)
- Non linear approach to study the dynamics of neurodegenerative diseases by multifractal detrended cross-correlation analysis--A quantitative assessment on gait disease (Q1619230) (← links)
- \(p\)-exponent and \(p\)-leaders. I: Negative pointwise regularity (Q1619239) (← links)
- \(p\)-exponent and \(p\)-leaders. II: Multifractal analysis. relations to detrended fluctuation analysis (Q1619240) (← links)
- Multifractal value at risk model (Q1619380) (← links)
- Long memory and multifractality: a joint test (Q1619397) (← links)
- Statistical analysis of digital images of periodic fibrous structures using generalized Hurst exponent distributions (Q1619458) (← links)
- Multifractal detrended cross-correlation analysis of genome sequences using chaos-game representation (Q1619576) (← links)
- Nonlinear filtering properties of detrended fluctuation analysis (Q1619922) (← links)
- Coupling detrended fluctuation analysis for multiple warehouse-out behavioral sequences (Q1620078) (← links)
- Revisiting the multifractality in stock returns and its modeling implications (Q1620210) (← links)
- The high order dispersion analysis based on first-passage-time probability in financial markets (Q1620445) (← links)
- Multifractal methodology (Q1620571) (← links)
- Multifractal-multiscale analysis of cardiovascular signals: a DFA-based characterization of blood pressure and heart-rate complexity by gender (Q1646481) (← links)
- Multifractal detrended fluctuation analysis of earthquake magnitude series of Mexican south Pacific region (Q1664305) (← links)
- Lacunarity and multifractal analysis of the large DLA mass distribution (Q1673051) (← links)
- Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis (Q1681689) (← links)
- Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA (Q1693939) (← links)
- Simulation analysis of multifractal detrended methods based on the ARFIMA process (Q1694558) (← links)
