Work

On spurious and corrupted multifractality: The effects of additive noise, short-term memory and periodic trends

Year: 2011

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2011.03.008

Authors: Josef Ludescher, Mikhail I. Bogachev, Jan W. Kantelhardt, Aicko Y. Schumann, Armin Bunde

Institutions: Justus-Liebig-Universität Gießen, Saint Petersburg State Electrotechnical University, Martin Luther University Halle-Wittenberg, University of Calgary

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

Funder: Ministry of Education and Science of the Russian Federation

OpenAlex ID: W2069374615

FWCI: 18.68

Cites: 67

Cited by: 89

Related to: 10