Rescaled range analysis and detrended fluctuation analysis: Finite sample properties and confidence intervals

AUCO Czech Economic Review

Volumn 4, Issue 3, 2010, Pages 315-329

  Krištoufek, Ladislav ^a,b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b INSTITUTE OF MATHEMATICS   (Czech Republic)

Author keywords

Confidence intervals; Detrended fluctuation analysis; Hurst exponent; Long range dependence; Rescaled range analysis

Indexed keywords

EID: 79951708272     PISSN: 18024696     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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