Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 15, 2008, Pages 3954-3959

  Podobnik, Boris ^a,b   Horvatic, Davor ^c   Lam Ng, Alfonso ^d   Eugene Stanley, H ^d   Ivanov, Plamen Ch ^d,e,f  

^a University of Rijeka   (Croatia)

^b ZAGREB SCHOOL OF ECONOMICS AND MANAGEMENT   (Croatia)

^c UNIVERSITY OF ZAGREB   (Croatia)

^d Boston University   (United States)

^e BRIGHAM AND WOMEN S HOSPITAL   (United States)

^f INSTITUTE OF SOLID STATE PHYSICS   (Bulgaria)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC STABILITY; FRACTALS; MATHEMATICAL MODELS; RANDOM PROCESSES; SOCIAL ASPECTS;

FRACTAL CORRELATIONS; POWER-LAW CORRELATED MULTIVARIATE SIGNALS; SCALING EXPONENTS; SOCIAL SYSTEMS;

CORRELATION METHODS;

EID: 42649138578     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.01.062     Document Type: Article

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