Smoothed detrended fluctuation analysis

DOI10.1080/00949655.2016.1154965OpenAlexW2343476736MaRDI QIDQ5221536FDOQ5221536

Authors: Raquel Romes Linhares 

Publication date: 1 April 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2016.1154965

zbMATH Keywords

long-range dependenceHurst exponentdetrended fluctuation analysisfractional Gaussian noisewavelet shrinkage

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Ideal spatial adaptation by wavelet shrinkage
• Adapting to Unknown Smoothness via Wavelet Shrinkage
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• ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
• Asymptotic Properties of the Detrended Fluctuation Analysis of Long-Range-Dependent Processes
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• Statistical properties of detrended fluctuation analysis

Cited In (2)

• Smooth discrimination analysis
• The ECF-WS estimator for univariate symmetric stable distributions with application in seismic trace signals

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