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The detrending moving average (DMA) algorithm is one of the best performing methods to quantify the long-term correlations in nonstationary time series. Many long-term correlated time series in real systems contain various trends. We investigate the effects of polynomial trends on the scaling...
Persistent link: https://www.econbiz.de/10011277167
Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which conditions. In addition, synthetic tests suggest that the performance of LRC estimators varies...
Persistent link: https://www.econbiz.de/10010599892