INVESTIGADORES
GULICH Maximiliano Damian
artículos
Título:
The effects of observational correlated noises on multifractal detrended fluctuation analysis
Autor/es:
DAMIÁN GULICH; LUCIANO ZUNINO
Revista:
PHYSICA A - STATISTICAL AND THEORETICAL PHYSICS
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Lugar: Amsterdam; Año: 2012 vol. 391 p. 4100 - 4110
ISSN:
0378-4371
Resumen:
We have numerically investigated the effects that observational correlated noises have on the generalized Hurst exponents, h(q), estimated by using the multifractal generalization of detrended fluctuation analysis (MF-DFA). More precisely, artificially generated stochastic binomial multifractals with increased amount of colored noises were analyzed via MF-DFA. It has been recently shown that for moderate additions of white noise, the generalized Hurst exponents are significantly underestimated for q
