Pages that link to "Item:Q2004782"
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The following pages link to Detrended fluctuation analysis of multivariate time series (Q2004782):
Displaying 14 items.
- Multifractal detrended fluctuation analysis of nonstationary time series (Q129337) (← links)
- Statistical properties of the detrended multiple cross-correlation coefficient (Q2025515) (← links)
- Permutation transition entropy: measuring the dynamical complexity of financial time series (Q2122934) (← links)
- The cross-correlation analysis of multi property of stock markets based on MM-DFA (Q2147706) (← links)
- Detrended fluctuation analysis based on higher-order moments of financial time series (Q2150001) (← links)
- Modified multifractal large deviation spectrum based on CID for financial market system (Q2158964) (← links)
- Multivariate large deviations spectrum for the multiscale analysis of stock markets (Q2161800) (← links)
- Nonuniversality of the horizontal visibility graph in inferring series periodicity (Q2163725) (← links)
- Effects of missing data on characterization of complex dynamics from time series (Q2206053) (← links)
- Coupling correlation detrended analysis for multiple nonstationary series (Q2213534) (← links)
- Two-dimensional multifractal cross-correlation analysis (Q2410524) (← links)
- EFFECT OF FILTERS ON MULTIVARIATE MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS (Q5024780) (← links)
- TESTING FOR EFFECTS OF CROSS-CORRELATIONS ON JOINT MULTIFRACTALITY (Q5025319) (← links)
- Multifractal temporally weighted detrended cross-correlation analysis of multivariate time series (Q5220502) (← links)