Scaling analysis of trends using DFA

DOI10.1016/S0378-4371(01)00467-8zbMath1022.62502MaRDI QIDQ5951434

R. B. Govindan, Roberto A. Monetti, Armin Bunde, Dmitry Vjushin, Shlomo Havlin

Publication date: 6 January 2002

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

leading best-fit polynomial termsstandard deviation

Mathematics Subject Classification ID

Inference from stochastic processes (62M99)

Cites Work

• ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
• Long-range correlations and trends in global climate models: Comparison with real data
• Detecting long-range correlations with detrended fluctuation analysis

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