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Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which conditions. In addition, synthetic tests suggest that the performance of LRC estimators varies when us...
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| Hoofdauteurs: | , , , , |
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
Nature Publishing Group
2012
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| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3495288/ https://ncbi.nlm.nih.gov/pubmed/23150785 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep00835 |
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