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DMA algorithm
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Physica A: Statistical Mechanics and its Applications
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Detrending moving average algorithm: A closed-form approximation of the scaling law
Arianos, Sergio
;
Carbone, Anna
- In:
Physica A: Statistical Mechanics and its Applications
382
(
2007
)
1
,
pp. 9-15
applying the
DMA
algorithm
to artificial self-similar signals. …
Persistent link: https://www.econbiz.de/10011061425
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