Asymptotic Properties of the Detrended Fluctuation Analysis of Long-Range-Dependent Processes

DOI10.1109/TIT.2008.920328zbMath1328.60098OpenAlexW2128793573MaRDI QIDQ3604482

Imen Kammoun, Jean-Marc Bardet

Publication date: 24 February 2009

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2008.920328

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Self-similar stochastic processes (60G18)

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