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On spurious and corrupted multifractality: The effects of additive noise, short-term memory and periodic trends
16 references·2 citing·27 second hop
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387 cited
  • 2003Multifractal properties of price fluctuations of stocks and commodities343 cited
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    • 2013Multifractal parameters as an indication of different physiological and pathological states of the human brain58 cited
    • 2019A Fast DFA Algorithm for Multifractal Multiscale Analysis of Physiological Time Series58 cited