| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7382668 | Physica A: Statistical Mechanics and its Applications | 2012 | 10 Pages |
Abstract
⺠We show that asymmetric detrended fluctuation analysis detects and characterize SPs. ⺠Method accounts for local variability of series based on a set of Hurst exponents. ⺠Approach successfully tested to analyse deterministic and actual economic series.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Miguel A. Rivera-Castro, José G.V. Miranda, Daniel O. Cajueiro, Roberto F.S. Andrade,