On the scaling ranges of detrended fluctuation analysis for long-term memory correlated short series of data

Physica A: Statistical Mechanics and its Applications

Volumn 392, Issue 10, 2013, Pages 2384-2397

  Grech, Dariusz ^a   Mazur, Zygmunt ^a  

^a UNIVERSITY OF WROC AW   (Poland)

Author keywords

Complex systems; Detrended fluctuation analysis; Econophysics; Hurst exponent; Long term memory; Numerical analysis; Scaling laws; Scaling range; Time series

Indexed keywords

LARGE SCALE SYSTEMS; NUMERICAL ANALYSIS; SCALING LAWS; TIME SERIES;

DETRENDED FLUCTUATION ANALYSIS; ECONOPHYSICSS; HURST EXPONENTS; LONG TERM MEMORY; SCALING RANGE;

TIME SERIES ANALYSIS;

EID: 84875231344     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2013.01.049     Document Type: Article

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