SCOPUS 정보 검색 플랫폼

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

Volumn 84, Issue 4, 2011, Pages

Self-similarity of higher-order moving averages

(3) Arianos, Sergio a Carbone, Anna a,b Türk, Christian a

a POLITECNICO DI TORINO (Italy)

b ETH ZURICH (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC VALUES; DATA SETS; DETRENDING MOVING AVERAGES; DIFFERENT FREQUENCY; DIFFERENT TIME SCALE; FINANCIAL MARKET; FIRST-ORDER; FRACTIONAL BROWNIAN SERIES; HIGHER ORDER; HURST EXPONENTS; MOVING AVERAGES; POLYNOMIAL DEGREE; SELF-SIMILARITIES; TIME HORIZONS; TIME-SCALES;

POLYNOMIALS;

EID: 80054965711 PISSN: 15393755 EISSN: 15502376 Source Type: Journal
DOI: 10.1103/PhysRevE.84.046113 Document Type: Article

Times cited : (37)

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