Effect of linear and nonlinear filters on multifractal detrended cross-correlation analysis

Fractals

Volumn 19, Issue 4, 2011, Pages 443-453

  Song, Jie ^a   Shang, Pengjian ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

Author keywords

Linear and Nonlinear Filters; Monofractal Series; Multifractal Detrended Cross Correlation Analysis (MFDCCA); Multifractal Series

Indexed keywords

BANDPASS FILTERS; CORRELATION METHODS; FRACTALS; LINEAR TRANSFORMATIONS; NONLINEAR ANALYSIS; NONLINEAR FILTERING; TIME SERIES ANALYSIS;

CROSS-CORRELATION PROPERTY; DETRENDED CROSS-CORRELATIONS ANALYSIS; LINEAR AND NONLINEAR FILTER; MONOFRACTAL; MONOFRACTAL SERIES; MULTI FRACTALS; MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSE; MULTIFRACTAL SERIES; POWER-LAW;

POLYNOMIALS;

EID: 81455143099     PISSN: 0218348X     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218348X11005464     Document Type: Article

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