  We extend our previous study of scaling range properties done for detrended
fluctuation analysis (DFA) \cite{former_paper} to other techniques of
fluctuation analysis (FA). The new technique called Modified Detrended Moving
Average Analysis (MDMA) is introduced and its scaling range properties are
examined and compared with those of detrended moving average analysis (DMA) and
DFA. It is shown that contrary to DFA, DMA and MDMA techniques exhibit power
law dependence of the scaling range with respect to the length of the searched
signal and with respect to the accuracy $R^2$ of the fit to the considered
scaling law imposed by DMA or MDMA schemes. This power law dependence is
satisfied for both uncorrelated and autocorrelated data. We find also a simple
generalization of this power law relation for series with different level of
autocorrelations measured in terms of the Hurst exponent. Basic relations
between scaling ranges for different techniques are also discussed. Our
findings should be particularly useful for local FA in e.g., econophysics,
finances or physiology, where the huge number of short time series has to be
examined at once and wherever the preliminary check of the scaling range regime
for each of the series separately is neither effective nor possible.
