Power-law autocorrelated stochastic processes with long-range cross-correlations

European Physical Journal B

Volumn 56, Issue 1, 2007, Pages 47-52

  Podobnik, B ^a,b   Fu, D F ^c   Stanley, H E ^c   Ivanov, P Ch ^c,d  

^a University of Rijeka   (Croatia)

^b ZAGREB SCHOOL OF ECONOMICS AND MANAGEMENT   (Croatia)

^c Boston University   (United States)

^d INSTITUTE OF SOLID STATE PHYSICS   (Bulgaria)

Author keywords

[No Author keywords available]

Indexed keywords

CROSS CORRELATIONS; IBM (CO); MICROSOFT (CO); POWER LAW AUTOCORRELATIONS;

AUTOCORRELATION; MATHEMATICAL MODELS; TIME SERIES ANALYSIS;

RANDOM PROCESSES;

EID: 34047216627     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2007-00089-3     Document Type: Article

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