Nonlinear filtering properties of detrended fluctuation analysis
From MaRDI portal
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Inference from stochastic processes and spectral analysis (62M15) Applications of design theory to circuits and networks (94C30)
Recommendations
- Detecting long-range correlations with detrended fluctuation analysis
- Scaling analysis of trends using DFA
- B-spline detrended fluctuation analysis for minimizing the effect of trends
- Asymptotic Properties of the Detrended Fluctuation Analysis of Long-Range-Dependent Processes
- Statistical properties of detrended fluctuation analysis
Cites work
Cited in
(12)- Detecting long-range correlations with detrended fluctuation analysis
- Effect of filters on multivariate multifractal detrended fluctuation analysis
- Estimation of anthracnose dynamics by nonlinear filtering
- Effects of fast noises on long-range correlations
- Right-side-stretched multifractal spectra indicate small-worldness in networks
- Statistical properties of detrended fluctuation analysis
- B-spline detrended fluctuation analysis for minimizing the effect of trends
- Minimizing the effect of periodic and quasi-periodic trends in detrended fluctuation analysis
- Asymptotic Properties of the Detrended Fluctuation Analysis of Long-Range-Dependent Processes
- Characterizing the human postural control system using detrended fluctuation analysis
- scientific article; zbMATH DE number 1728690 (Why is no real title available?)
- Scaling analysis of trends using DFA
This page was built for publication: Nonlinear filtering properties of detrended fluctuation analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1619922)
