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"On the behavior of the DFA and DCCA in trend-stationary processes."

Taiane Schaedler Prass, Guilherme Pumi (2021)

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DOI: 10.1016/j.jmva.2020.104703

access: closed

type: Journal Article

metadata version: 2021-10-14

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Taiane Schaedler Prass, Guilherme Pumi:
On the behavior of the DFA and DCCA in trend-stationary processes. J. Multivar. Anal. 182: 104703 (2021)

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