Weighted multifractal cross-correlation analysis based on Shannon entropy
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Publication:2198572
DOI10.1016/j.cnsns.2015.06.029zbMath1489.62291OpenAlexW1184451806WikidataQ91908475 ScholiaQ91908475MaRDI QIDQ2198572
Publication date: 10 September 2020
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc7128505
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17)
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