On the multifractal effects generated by monofractal signals

Physica A: Statistical Mechanics and its Applications

Volumn 392, Issue 23, 2013, Pages 5845-5864

  Grech, Dariusz ^a   Pamuła, Grzegorz ^a  

^a UNIVERSITY OF WROC AW   (Poland)

Author keywords

Apparent multifractality; Complex systems; Multifractal detrended analysis; Multifractality; Time series analysis

Indexed keywords

FINANCIAL DATA ANALYSIS; GENERALIZED HURST EXPONENT; MULTI FRACTALS; MULTI-FRACTAL SPECTRUM; MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS; MULTIFRACTALITY; NON-LINEAR TRANSFORMATIONS; QUANTITATIVE DESCRIPTION;

FINANCIAL DATA PROCESSING; LARGE SCALE SYSTEMS; LINEAR TRANSFORMATIONS; MATHEMATICAL TRANSFORMATIONS; TIME SERIES ANALYSIS;

FRACTALS;

EID: 84884669456     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2013.07.045     Document Type: Article

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