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Multifractal detrending moving average cross-correlation analysis
cross-correlations multifractal detrended cross-correlation analysis extensive numerical experiments
2011/3/30
There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The multifractal detrended cross-correla...
Multifractal detrended cross-correlation analysis for two nonstationary signals
Multifractal detrended cross-correlation analysis nonstationary signals
2010/12/17
It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We propose a new meth...