Work

Detrending fluctuation analysis based on moving average filtering

Year: 2005

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2005.02.020

Authors: Jose Alvarez-Ramirez, Eduardo Rodriguez, Juan Carlos Echeverría

Institution: Universidad Autónoma Metropolitana

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2020741274

FWCI: 9.001

Cites: 20

Cited by: 138

Related to: 10