Statistical properties of detrended fluctuation analysis (Q3589964)

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scientific article; zbMATH DE number 5786692
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    Statistical properties of detrended fluctuation analysis
    scientific article; zbMATH DE number 5786692

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      Statistical properties of detrended fluctuation analysis (English)
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      17 September 2010
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      long memory
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      detrended fluctuation analysis
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      semiparametric estimation
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      robustness
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