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Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
DFA and DMA synthetic long-range time series
2012/9/17
Notwithstanding the signi cant e orts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which cond...
Superfamily classification of nonstationary time series based on DFA scaling exponents
Superfamily classification DFA scaling exponents
2010/11/3
The superfamily phenomenon of time series with different dynamics can be charac-terized by the motif rank patterns observed in the nearest-neighbor networks of the time series in phase space. However,...
基于DFA的中国商业银行效率研究
商业银行
2007/8/7
内容提要：银行效率是评价银行经营成果的一个重要标准。本文采用效率分析的前沿技术——自由分布方法（distribution free approach, DFA）对我国4家国有商业银行和10家股份制商业银行1996~2002年的效率进行了分析，研究表明四大国有银行的效率较低，上市银行在股份制银行中效率较高，中国银行在国有银行中效率最高。关键词： 自由分布方法 ...