Detrended multiple cross-correlation coefficient with sliding windows approach

DOI10.1016/j.physa.2021.125990OpenAlexW3144797764MaRDI QIDQ128081

A.M. Da Silva Filho, Everaldo Freitas Guedes, G.F. Zebende, G. F. Zebende, E. F. Guedes, A. M. da Silva Filho

Publication date: July 2021

Published in: Physica A: Statistical Mechanics and its Applications, Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2021.125990

zbMATH Keywords

sliding windowstimes series\(DMC_{\mathrm{x}}^2\) coefficientmultiple cross-correlation

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

SlidingWindows

Uses Software

• astsa
• fracdiff

Cites Work

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• Multifractal detrended fluctuation analysis of nonstationary time series
• Multiscale multifractal diffusion entropy analysis of financial time series
• Statistical test for multiple detrended cross-correlation coefficient
• Long‐Memory Time Series
• Approximate entropy as a measure of system complexity.

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