Statistical properties of detrended fluctuation analysis (Q3589964)
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scientific article; zbMATH DE number 5786692
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Statistical properties of detrended fluctuation analysis |
scientific article; zbMATH DE number 5786692 |
Statements
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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0.8754380941390991
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0.7940407395362854
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0.7916685938835144
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0.7891390919685364
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0.7732806205749512
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