# Establishing the relation between detrended fluctuation analysis and power spectral density analysis for stochastic processes

@article{Heneghan2000EstablishingTR, title={Establishing the relation between detrended fluctuation analysis and power spectral density analysis for stochastic processes}, author={Heneghan and McDarby}, journal={Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics}, year={2000}, volume={62 5 Pt A}, pages={ 6103-10 } }

Stochastic fractal signals can be characterized by the Hurst coefficient H, which is related to the exponents of various power-law statistics characteristic of these processes. Two techniques widely used to estimate H are spectral analysis and detrended fluctuation analysis (DFA). This paper examines the analytical link between these two measures and shows that they are related through an integral transform. Numerical simulations confirm this relationship for ideal synthesized fractal signals…

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