Work

Detrending moving average algorithm: A closed-form approximation of the scaling law

Year: 2007

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2007.02.074

Authors: Sergio Arianos, Anna Carbone

Institution: Politecnico di Torino

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2149976212

FWCI: 13.88

Cites: 19

Cited by: 116

Related to: 10