Performance of multifractal detrended fluctuation analysis on short time series

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

Volumn 87, Issue 2, 2013, Pages

  López, Juan Luis ^a   Contreras, Jesús Guillermo ^a,b  

^a DEPARTAMENTO DE FÍSICA APLICADA   (Mexico)

^b CZECH TECHNICAL UNIVERSITY IN PRAGUE   (Czech Republic)

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATES; GENERALIZED HURST EXPONENT; MULTI FRACTALS; MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS; MULTIFRACTAL MODELS; SHORT TIME SERIES;

CONDENSED MATTER PHYSICS; PHYSICS;

FRACTALS;

ALGORITHM; ARTICLE; COMPUTER SIMULATION; FRACTAL ANALYSIS; STATISTICAL MODEL;

ALGORITHMS; COMPUTER SIMULATION; FRACTALS; MODELS, STATISTICAL;

EID: 84874529626     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.87.022918     Document Type: Article

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