Statistical properties of detrended fluctuation analysis

DOI10.1080/00949650902755152zbMath1432.62295WikidataQ57710948 ScholiaQ57710948MaRDI QIDQ3589964

Nuno Crato, Sílvia R. C. Lopes, Raquel Romes Linhares

Publication date: 17 September 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650902755152

zbMATH Keywords

robustness; semiparametric estimation; long memory; detrended fluctuation analysis

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F35: Robustness and adaptive procedures (parametric inference)

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