Kantelhardt, Jan W; Koscielny-Bunde, Eva; Rego, Henio H.A; … - In: Physica A: Statistical Mechanics and its Applications 295 (2001) 3, pp. 441-454
We examine the detrended fluctuation analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling which appear at small time scales become stronger in higher orders of DFA, and suggest a modified DFA method...