A multifractal detrended fluctuation analysis approach using generalized functions

DOI10.1016/J.PHYSA.2024.129577WikidataQ128461107 ScholiaQ128461107MaRDI QIDQ6500380FDOQ6500380

Authors: Suzielli M. Mendonça, Brenno C. T. Cabella, Alexandre S. Martinez 

Publication date: 10 May 2024

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

Hurst exponentgeneralized functionsmultifractal detrended fluctuation analysispower-law correlationsgeneralized fluctuation function

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cited In (1)

• Jensen-detrended cross-correlation function for non-stationary time series with application to Latin American stock markets

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