Pages that link to "Item:Q1673362"
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The following pages link to Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362):
Displaying 15 items.
- Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (Q1618468) (← links)
- Transfer entropy coefficient: quantifying level of information flow between financial time series (Q1620359) (← links)
- Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
- Simulation analysis of multifractal detrended methods based on the ARFIMA process (Q1694558) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- A note on power-law cross-correlated processes (Q2122871) (← links)
- Detrended fluctuation analysis based on higher-order moments of financial time series (Q2150001) (← links)
- Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach (Q2150872) (← links)
- Chaos based nonlinear analysis to study cardiovascular responses to changes in posture (Q2151771) (← links)
- Modified multifractal large deviation spectrum based on CID for financial market system (Q2158964) (← links)
- A new methodology for local cross-correlation between two nonstationary time series (Q2161929) (← links)
- Weighted multifractal cross-correlation analysis based on Shannon entropy (Q2198572) (← links)
- The detection of local irreversibility in time series based on segmentation (Q2205832) (← links)
- Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
- The novel multi-scale local irreversibility analysis method based on segmentation about time series (Q2308136) (← links)
