2001Physica A Statistical Mechanics and its ApplicationsOpen access

Detecting long-range correlations with detrended fluctuation analysis

Jan W. Kantelhardt, Eva Koscielny–Bunde, Hênio Henrique Aragao Rêgo, Shlomo Havlin, Armin Bunde

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Key concepts: Detrended fluctuation analysis, Range (aeronautics), Correlation, Scaling, Statistics, Series (stratigraphy), Time series, Mathematics

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