Work

Establishing the relation between detrended fluctuation analysis and power spectral density analysis for stochastic processes

Year: 2000

Type: article

Source: Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

DOI: 10.1103/physreve.62.6103

Authors: C. Heneghan, G. McDarby

Institutions: University College Dublin, UNSW Sydney

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: W2073018172

FWCI: 16.12

Cites: 34

Cited by: 256

Related to: 10