Statistical test for multiple detrended cross-correlation coefficient (Q2146262): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.physa.2020.125285 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3087345078 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Random matrix theory analysis of cross-correlations in the US stock market: evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Detecting long-range correlations with detrended fluctuation analysis / rank | |||
Normal rank | |||
Latest revision as of 08:00, 29 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical test for multiple detrended cross-correlation coefficient |
scientific article |
Statements
Statistical test for multiple detrended cross-correlation coefficient (English)
0 references
16 June 2022
0 references
cross-correlation
0 references
DMC coefficient
0 references
econometry
0 references
statistical test
0 references
times series
0 references
