Performance of multifractal detrended fluctuation analysis on short time series
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- Boginski, Vladimir & Butenko, Sergiy & Pardalos, Panos M., 2005. "Statistical analysis of financial networks," Computational Statistics & Data Analysis, Elsevier, vol. 48(2), pages 431-443, February.
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- 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.
- Telesca, Luciano & Toth, Laszlo, 2016. "Multifractal detrended fluctuation analysis of Pannonian earthquake magnitude series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 448(C), pages 21-29.
- Hongli Niu & Jun Wang, 2014. "Phase and multifractality analyses of random price time series by finite-range interacting biased voter system," Computational Statistics, Springer, vol. 29(5), pages 1045-1063, October.
- Telesca, Luciano & Lovallo, Michele & Kanevski, Mikhail, 2016. "Power spectrum and multifractal detrended fluctuation analysis of high-frequency wind measurements in mountainous regions," Applied Energy, Elsevier, pages 1052-1061.
- repec:eee:phsmap:v:490:y:2018:i:c:p:994-1003 is not listed on IDEAS
- repec:eee:phsmap:v:490:y:2018:i:c:p:1355-1367 is not listed on IDEAS
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