Analysis of detrended time-lagged cross-correlation between two nonstationary time series

DOI10.1016/J.PHYSLETA.2014.12.036zbMath1342.62151OpenAlexW2053257862MaRDI QIDQ736410

Chenhua Shen

Publication date: 4 August 2016

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2014.12.036

zbMATH Keywords

time lagnonstationary time seriesdetrended time-lagged cross-correlation analysistime-lagged DCCA cross-correlation coefficient

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

• The effects of time delay on stochastic resonance in a bistable system with correlated noises
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