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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Nature Publishing Group
2012
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| Materias: | |
| 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 |