Corrupted bifractal features in finite uncorrelated power-law distributed data

Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable methods for unveiling multifractal properties, specially when real-world time series are under analysis. However, little is known about how several aspects, like artefacts during the data acquisition process, affect its results. In this work we have numerically investigated the performance of Multifractal Detrended Fluctuation Analysis applied to synthetic finite uncorrelated data following a power-law distribution in the presence of additive noise, and periodic and randomly-placed outliers. We have found that, on one hand, spurious multifractality is observed as a result of data finiteness, while additive noise leads to an underestimation of the exponents hq for q