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Better than DFA? A Bayesian Method for Estimating the Hurst Exponent in Behavioral Sciences
Detrended Fluctuation Analysis (DFA) is the most popular fractal analytical technique used to evaluate the strength of long-range correlations in empirical time series in terms of the Hurst exponent, H. Specifically, DFA quantifies the linear regression slope in log-log coordinates representing the...
Autores principales: | Likens, Aaron D., Mangalam, Madhur, Wong, Aaron Y., Charles, Anaelle C., Mills, Caitlin |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Cornell University
2023
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9900970/ https://www.ncbi.nlm.nih.gov/pubmed/36748008 |
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