Detecting multifractality and exposing distributions of local fluctuations: Detrended fluctuation analysis with descriptive statistics pooling
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DOI: 10.1016/j.chaos.2021.111678
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- Sun, Xiaoqin & She, Dongli & Sanz, Ernesto & Martín-Sotoca, Juan J. & Tarquis, Ana M. & Gao, Lei, 2023. "Multifractal analysis on CT soil images: Fluctuation analysis versus mass distribution," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
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Keywords
Hurst exponent; Multifractality; DFA; MF-DFA; Local fluctuations; Pooling function; Bitcoin; S&P 500;All these keywords.
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