Simulation analysis of multifractal detrended methods based on the ARFIMA process (Q1694558)
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scientific article; zbMATH DE number 6833649
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| English | Simulation analysis of multifractal detrended methods based on the ARFIMA process |
scientific article; zbMATH DE number 6833649 |
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Simulation analysis of multifractal detrended methods based on the ARFIMA process (English)
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2 February 2018
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multifractral detrended methods
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long-memory level
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multifractality
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simulation
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0.7798354625701904
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0.7685661911964417
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0.7538045644760132
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0.7515107989311218
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0.7453908324241638
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