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

► Multifractal detrended fluctuation analysis is tested in records with artifacts. ► The artifacts are additive white noise, short-term memory and periodicities. ► Additive white noise causes underestimated generalized Hurst exponent h(q). ► Short-range correlations lead to pronounced crossovers in the fluctuation functions. ► Additive seasonal trends result in the spurious increase of h(q) with increasing q.