Quantifying cross-correlations using local and global detrending approaches

European Physical Journal B

Volumn 71, Issue 2, 2009, Pages 243-250

  Podobnik, B ^a,b,c   Grosse, I ^d   Horvatic D ^e   Ilic, S ^f   Ivanov, P Ch ^c,g,h   Stanley, H E ^c  

^a University of Rijeka   (Croatia)

^b ZAGREB SCHOOL OF ECONOMICS AND MANAGEMENT   (Croatia)

^c USA   (United States)

^d MARTIN LUTHER UNIVERSITY HALLE WITTENBERG   (Germany)

^e UNIVERSITY OF ZAGREB   (Croatia)

^f LANCASTER UNIVERSITY   (United Kingdom)

^g INSTITUTE OF SOLID STATE PHYSICS   (Bulgaria)

^h BRIGHAM AND WOMEN S HOSPITAL   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CRITICAL VALUE; CROSS-CORRELATIONS; FOURIER; IF THERE ARE; LONG RANGE CORRELATIONS; NUMBER OF DEGREES OF FREEDOM; POWER-LAW; QUANTITATIVE ANALYSIS; RANDOM PARTS; RANDOMIZATION PROCEDURE; STOCHASTIC PROCESS;

RANDOM PROCESSES;

TIME SERIES;

EID: 70350062737     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2009-00310-5     Document Type: Article

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