Multifractal detrended cross-correlation analysis for two nonstationary signals

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 77, Issue 6, 2008, Pages

  Zhou, Wei Xing ^a  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; EARTH SCIENCES; TWO DIMENSIONAL;

(2+1)-DIMENSIONAL; AMERICAN PHYSICAL SOCIETY (APS); APPLIED (CO); COMPLEX SYSTEMS; CROSS-CORRELATION ANALYSIS; CROSS-CORRELATIONS; FINANCIAL TIME SERIES; MULTI FRACTALS; MULTIFRACTAL RANDOM WALKS; NON STATIONARY SIGNALS; POWER LAWS; TIME SERIES; TWO-DIMENSIONAL (2D);

TIME SERIES ANALYSIS;

EID: 45849138178     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.77.066211     Document Type: Article

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