Wavelet versus detrended fluctuation analysis of multifractal structures

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 74, Issue 1, 2006, Pages

  Oświcimka, Paweł ^a   Kwapień, Jarosław ^a   Drozda, Stanisław ^a,b  

^a INSTITUTE OF NUCLEAR PHYSICS   (Poland)

^b UNIVERSITY OF RZESZÓW   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOVEMENT; DATA REDUCTION; MATHEMATICAL MODELS; WAVELET TRANSFORMS;

FRACTIONAL BROWNIAN MOTION; GERMAN STOCK MARKET; MULTIFRACTALITY;

FRACTALS;

EID: 33746092102     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.74.016103     Document Type: Article

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