Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes

Physica A: Statistical Mechanics and its Applications

Volumn 390, Issue 23-24, 2011, Pages 4388-4395

  Qian, Xi Yuan ^a   Gu, Gao Feng ^a,b   Zhou, Wei Xing ^a,b  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Correlations; Detrended fluctuation analysis; Econophysics; Empirical mode decomposition; Multifractality; Stock markets

Indexed keywords

FINANCIAL MARKETS; NUMERICAL METHODS; TIME SERIES; TIME SERIES ANALYSIS;

CORRELATIONS; DETRENDED FLUCTUATION ANALYSIS; ECONOPHYSICSS; EMPIRICAL MODE DECOMPOSITION; MULTIFRACTALITY;

SIGNAL PROCESSING;

EID: 80052598711     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2011.07.008     Document Type: Article

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