Randomized multifractal detrended fluctuation analysis of long time series
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Publication:3303859
DOI10.1063/1.5139620zbMath1437.62345OpenAlexW3023989132WikidataQ96120078 ScholiaQ96120078MaRDI QIDQ3303859
Shan Jiang, Fang-Xin Zhou, Sheng Wang, Guo-Sheng Han, Zu-Guo Yu
Publication date: 4 August 2020
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.5139620
Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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