Corrupted bifractal features in finite uncorrelated power-law distributed data

DOI10.1016/J.PHYSA.2022.127828OpenAlexW3205602089WikidataQ113866891 ScholiaQ113866891MaRDI QIDQ2162971

Massimiliano Zanin, Felipe Olivares

Publication date: 9 August 2022

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

Full work available at URL: https://arxiv.org/abs/2110.07394

zbMATH Keywords

time series analysispower-law distributionsmultifractalitymultifractal detrended fluctuation analysisair transport dynamicsgeneralised Hurst exponent

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Uses Software

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Cites Work

• Multifractal detrended fluctuation analysis of nonstationary time series
• Testing for nonlinearity in time series: the method of surrogate data
• Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods
• Multifractal detrended fluctuation analysis: practical applications to financial time series
• Numerical methods for the estimation of multifractal singularity spectra on sampled data: A comparative study
• Fractal measures and their singularities: The characterization of strange sets
• THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS
• Detecting long-range correlations with detrended fluctuation analysis

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