The DFA (Detrended Fluctuation Analysis) and DMA (Detrended Moving Average Analysis) are crucial in determination of autocorrelation in time series giving a nice and useful tool to determine the Hurst-Hausdorff scaling factor. Not a lot is known however on the scaling regime (range) where both methods can be used. It is in particular the case of short and medium length series (L≤10⁴) one often meets in practical analysis. We present a way to solve this problem and discuss preliminary results. Then comparison with real financial time series is done.

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