Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series

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 when us...

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Detalles Bibliográficos
Autores principales: Shao, Ying-Hui, Gu, Gao-Feng, Jiang, Zhi-Qiang, Zhou, Wei-Xing, Sornette, Didier
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2012
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3495288/
https://www.ncbi.nlm.nih.gov/pubmed/23150785
http://dx.doi.org/10.1038/srep00835

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3495288/
https://www.ncbi.nlm.nih.gov/pubmed/23150785
http://dx.doi.org/10.1038/srep00835

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