A Brief Introduction to DFA-Based Multiscale Analysis

DOI10.1007/978-3-030-56160-4_5OpenAlexW3103969807MaRDI QIDQ5054204

Paweł Oświȩcimka

Publication date: 29 November 2022

Published in: Simplicity of Complexity in Economic and Social Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-56160-4_5

zbMATH Keywords

complexitytime seriesstock marketmultifractal spectrum

Mathematics Subject Classification ID

Statistics (62-XX) Measure and integration (28-XX)

Related Items (1)

TESTING FOR EFFECTS OF CROSS-CORRELATIONS ON JOINT MULTIFRACTALITY

Cites Work

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• Self-Affine Fractals and Fractal Dimension
• MULTIFRACTAL CROSS WAVELET ANALYSIS
• Fractional Brownian Motions, Fractional Noises and Applications
• Detecting long-range correlations with detrended fluctuation analysis

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