Detrended fluctuation analysis of multivariate time series
type: Item
instance of: scholarly article
title: Detrended fluctuation analysis of multivariate time series
zbMATH Open document ID: 1473.62321
author: Hui Xiong
author: Pengjian Shang
published in: Communications in Nonlinear Science and Numerical Simulation
publication date: 2020-10-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 7257070
zbMATH Keywords: multivariate
zbMATH Keywords: multi-scale
zbMATH Keywords: detrended fluctuation analysis
zbMATH Keywords: financial time series
MaRDI profile type: Publication
full work available at URL: j.cnsns.2016.04.035
OpenAlex ID: W2345466586
cites work: Multifractal detrended fluctuation analysis of nonstationary time series
cites work: Cross-correlations between volume change and price change
cites work: Weighted multifractal cross-correlation analysis based on Shannon entropy
cites work: Detrended fluctuation analysis of short datasets: An application to fetal cardiac data
cites work: Dynamics from multivariate time series
DOI: 10.1016/J.CNSNS.2016.04.035
description: scientific article; zbMATH DE number 7257070