R/S method for unevenly sampled time series: Application to detecting long-term temporal dependence of droplets transiting through a fixed spatial point in gas–liquid two-phase turbulent jets
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DOI: 10.1016/j.physa.2009.05.006
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References listed on IDEAS
- Wei-Xing Zhou & Didier Sornette & Vladilen Pisarenko, 2003. "New Evidence Of Discrete Scale Invariance In The Energy Dissipation Of Three-Dimensional Turbulence: Correlation Approach And Direct Spectral Detection," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 459-470.
- Alvarez-Ramirez, Jose & Echeverria, Juan C. & Rodriguez, Eduardo, 2008. "Performance of a high-dimensional R/S method for Hurst exponent estimation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(26), pages 6452-6462.
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Cited by:
- Teng, Yue & Shang, Pengjian, 2018. "Detrended fluctuation analysis based on higher-order moments of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 311-322.
- Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023.
"Testing For Intrinsic Multifractality In The Global Grain Spot Market Indices: A Multifractal Detrended Fluctuation Analysis,"
FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 31(07), pages 1-24.
- Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023. "Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis," Papers 2306.10496, arXiv.org.
- Lahmiri, Salim, 2015. "Long memory in international financial markets trends and short movements during 2008 financial crisis based on variational mode decomposition and detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 437(C), pages 130-138.
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Keywords
Drop; Fluid mechanics; Fractals; Multiphase flow; Rescaled range analysis; Dual Particle Dynamical Analyzer;All these keywords.
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