Zakład Ekonometrii Stosowanej Warszawa, Poland
Szkoła Główna Handlowa w Warszawie
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02-513 Warszawa, ul. Madalinskiego 6/8
RePEc:edi:dxwawpl (more details at EDIRC)
Research outputJump to: Working papers
- Sebastian Michalski, 2006. "Blocks adjustment – reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation," Working Papers 15, Department of Applied Econometrics, Warsaw School of Economics.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Sebastian Michalski, 2006.
"Blocks adjustment – reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation,"
15, Department of Applied Econometrics, Warsaw School of Economics.
- Gulich, Damián & Zunino, Luciano, 2014. "A criterion for the determination of optimal scaling ranges in DFA and MF-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 397(C), pages 17-30.
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