Multifractal detrending moving-average cross-correlation analysis.
about
Influence of Sub-Daily Variation on Multi-Fractal Detrended Fluctuation Analysis of Wind Speed Time SeriesEvaluation of scaling invariance embedded in short time series.A new methodology of spatial cross-correlation analysisThe effect of the underlying distribution in Hurst exponent estimationLong-Range Correlations in Sentence Series from A Story of the Stone.Multifractality and Network Analysis of Phase Transition.Dynamic Portfolio Strategy Using Clustering ApproachEvolution of scaling behaviors embedded in sentence series from A Story of the Stone.Two-dimensional matrix algorithm using detrended fluctuation analysis to distinguish Burkitt and diffuse large B-cell lymphoma.Detecting PM2.5's Correlations between Neighboring Cities Using a Time-Lagged Cross-Correlation Coefficient.Temporal and spatial correlation patterns of air pollutants in Chinese cities.A novel coefficient for detecting and quantifying asymmetry of California electricity market based on asymmetric detrended cross-correlation analysis.Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations.Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series.Evaluation of scale invariance in physiological signals by means of balanced estimation of diffusion entropy.Multiscale multifractal analysis of traffic signals to uncover richer structures.Cross-correlation detection and analysis for California's electricity market based on analogous multifractal analysis.Detrended cross-correlation analysis consistently extended to multifractality.Multifractal temporally weighted detrended cross-correlation analysis to quantify power-law cross-correlation and its application to stock markets.Multifractals embedded in short time series: An unbiased estimation of probability moment.Direct determination approach for the multifractal detrending moving average analysis.Detrending moving average algorithm: Frequency response and scaling performances.Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces.Detrended fluctuation analysis as a regression framework: estimating dependence at different scales.Spectrum-based estimators of the bivariate Hurst exponent.Modified multidimensional scaling approach to analyze financial markets.Patterns for the waiting time in the context of discrete-time stochastic processes.A DFA-based bivariate regression model for estimating the dependence of PM2.5 among neighbouring cities.Statistical tests for power-law cross-correlated processesAnalysis of multifractality of multivariable coupling relationship of complex electromechanical system in process industryAnalyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)Joint multifractal analysis based on wavelet leadersCross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal AnalysisNonlinear Behaviors of Tail Dependence and Cross-Correlation of Financial Time Series Model
P2860
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P2860
Multifractal detrending moving-average cross-correlation analysis.
description
2011 nî lūn-bûn
@nan
2011年の論文
@ja
2011年学术文章
@wuu
2011年学术文章
@zh
2011年学术文章
@zh-cn
2011年学术文章
@zh-hans
2011年学术文章
@zh-my
2011年学术文章
@zh-sg
2011年學術文章
@yue
2011年學術文章
@zh-hant
name
Multifractal detrending moving-average cross-correlation analysis.
@en
Multifractal detrending moving-average cross-correlation analysis.
@nl
type
label
Multifractal detrending moving-average cross-correlation analysis.
@en
Multifractal detrending moving-average cross-correlation analysis.
@nl
prefLabel
Multifractal detrending moving-average cross-correlation analysis.
@en
Multifractal detrending moving-average cross-correlation analysis.
@nl
P2860
P1433
P1476
Multifractal detrending moving-average cross-correlation analysis.
@en
P2093
Zhi-Qiang Jiang
P2860
P304
P356
10.1103/PHYSREVE.84.016106
P407
P433
P577
2011-07-21T00:00:00Z