Multifractal Flexibly Detrended Fluctuation Analysis

DOI10.5506/APHYSPOLB.46.1925zbMath1373.62455arXiv1510.05115OpenAlexW2226867188MaRDI QIDQ5360117

Paweł Ziȩba, Rafał Rak

Publication date: 27 September 2017

Published in: Acta Physica Polonica B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.05115

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Inference from stochastic processes and spectral analysis (62M15)

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