EFFECT OF FILTERS ON MULTIVARIATE MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS

DOI10.1142/S0218348X2150047XzbMath1478.62251MaRDI QIDQ5024780

Fang Wang, Qing-Ju Fan, Guang Ling, Dan Li, Shuanggui Liu

Publication date: 27 January 2022

Published in: Fractals (Search for Journal in Brave)

zbMATH Keywords

filtergeneralized mean distanceHurst surfacemultivariate multifractal detrended fluctuation analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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