articlePhysica A Statistical Mechanics and its ApplicationsDec 1, 2002GREEN OA

Multifractal detrended fluctuation analysis of nonstationary time series

JWJan W. KantelhardtSZStephan ZschiegnerEKEva Koscielny–BundeSHShlomo HavlinABArmin Bunde

University of Giessen · Boston University · +2 more institutions

Indexed inarxivcrossref

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Topics & keywords

Topics
Keywords
  • Multifractal system
  • Detrended fluctuation analysis
  • Series (stratigraphy)
  • Statistical physics
  • Time series
  • Econometrics
  • Mathematics
  • Statistics
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