Blocks adjustment—reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation
Year of publication: |
2008
|
---|---|
Authors: | Michalski, Sebastian |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 387.2008, 1, p. 217-242
|
Publisher: |
Elsevier |
Subject: | Detrended fluctuation analysis | Scaled windowed variance | Fractional Brownian motion | Hurst exponent | ARFIMA |
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