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Physica A: Statistical Mechanics and its Applications

Volumn 295, Issue 3-4, 2001, Pages 441-454

Detecting long-range correlations with detrended fluctuation analysis

(5) Kantelhardt, Jan W a Koscielny Bunde, Eva a Rego, Henio H A a Havlin, Shlomo b Bunde, Armin a

a JUSTUS LIEBIG UNIVERSITY (Germany)

b BAR ILAN UNIVERSITY (Israel)

Author keywords

Detrending; Long range correlations; Time series analysis

Indexed keywords

CORRELATION METHODS; TIME SERIES ANALYSIS;

DETRENDED FLUCTUATION ANALYSIS; LONG RANGE CORRELATIONS;

STATISTICAL MECHANICS;

EID: 0035876536 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(01)00144-3 Document Type: Article

Times cited : (1254)

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