Bashan, Amir; Bartsch, Ronny; Kantelhardt, Jan W.; … - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 21, pp. 5080-5090
We examine several recently suggested methods for the detection of long-range correlations in data series based on similar ideas as the well-established Detrended Fluctuation Analysis (DFA). In particular, we present a detailed comparison between the regular DFA and two recently suggested...