Statistical properties of detrended fluctuation analysis
DOI10.1080/00949650902755152zbMATH Open1432.62295OpenAlexW1977424736WikidataQ57710948 ScholiaQ57710948MaRDI QIDQ3589964FDOQ3589964
Authors: Nuno Crato, Raquel Romes Linhares, Sílvia R. C. Lopes 
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
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)
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Cited In (8)
- \(\alpha\)-stable laws for noncoding regions in DNA sequences
- Nonlinear filtering properties of detrended fluctuation analysis
- Two-dimensional matrix algorithm using detrended fluctuation analysis to distinguish Burkitt and diffuse large B-cell lymphoma
- Asymptotic Properties of the Detrended Fluctuation Analysis of Long-Range-Dependent Processes
- Randomized multifractal detrended fluctuation analysis of long time series
- New algorithms for Luria-Delbrück fluctuation analysis
- Smoothed detrended fluctuation analysis
- On the behavior of the DFA and DCCA in trend-stationary processes
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