Bootstrap testing for detrended fluctuation analysis

Physica A: Statistical Mechanics and its Applications

Volumn 360, Issue 1, 2006, Pages 89-98

  Grau Carles, Pilar ^a  

^a UNIVERSIDAD REY JUAN CARLOS   (Spain)

Author keywords

Bootstrap; Detrended fluctuation analysis; Long memory processes

Indexed keywords

BOOTSTRAP; DETRENDED FLUCTUATION ANALYSIS (DFA); FINANCIAL RETURNS; LONG-MEMORY PROCESSES;

FINITE ELEMENT METHOD; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; TIME SERIES ANALYSIS;

ASYMPTOTIC STABILITY;

EID: 40249086037     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.05.074     Document Type: Article

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