Ludescher, Josef; Bogachev, Mikhail I.; Kantelhardt, Jan W. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 13, pp. 2480-2490
We study the performance of multifractal detrended fluctuation analysis (MF-DFA) applied to long-term correlated and multifractal data records in the presence of additive white noise, short-term memory and periodicities. Such additions and disturbances that can be typically found in the...