ON THE DISTINCTION BETWEEN FRACTAL AND SEASONAL DEPENDENCIES IN TIME SERIES DATA

DOI10.1142/S0218348X21501802OpenAlexW3161739438WikidataQ114072792 ScholiaQ114072792MaRDI QIDQ5025323

Matthijs Koopmans

Publication date: 1 February 2022

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x21501802

zbMATH Keywords

reliabilityseasonalitytime seriesfractalsHurst exponentfractional differencing

Mathematics Subject Classification ID

Statistics (62-XX) Geophysics (86-XX)

Uses Software

• longmemo
• TSA
• ltsa

Cites Work

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