Nonlinear filtering properties of detrended fluctuation analysis

DOI10.1016/j.physa.2016.06.129zbMath1400.62183OpenAlexW2475145813MaRDI QIDQ1619922

Ken Kiyono, Yutaka Tsujimoto

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2016.06.129

zbMATH Keywords

Hurst exponentfractaltime-series analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Applications of design theory to circuits and networks (94C30)

Related Items (1)

Right-side-stretched multifractal spectra indicate small-worldness in networks

Cites Work

• Multifractal detrended fluctuation analysis of nonstationary time series
• ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
• Detecting long-range correlations with detrended fluctuation analysis

This page was built for publication: Nonlinear filtering properties of detrended fluctuation analysis