70 citations · 176 across the 8 of their papers we have counts for
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cond-mat.stat-mech2018★ 13 cited
Probabilistic properties of detrended fluctuation analysis for Gaussian processes
G. Sikora, M. Hoell, A. Wylomanska +3
The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting a…
cond-mat.stat-mech2014★ 70 cited
Codifference as a practical tool to measure interdependence
Agnieszka Wyłomańska, Aleksei Chechkin, Janusz Gajda +1
Correlation and spectral analysis represent the standard tools to study interdependence in statistical data. However, for the stochastic processes with heavy-tailed distributions s…