Magnitude and sign scaling in power-law correlated time series

DOI10.1016/S0378-4371(03)00008-6zbMath1023.62085MaRDI QIDQ1873455

H. Eugene Stanley, Plamen C. Ivanov, Verena Schulte-Frohlinde, Yosef Ashkenazy, Shlomo Havlin, Chung-Kang Peng

Publication date: 21 May 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(03)00008-6

zbMATH Keywords

correlation exponent; long-range correlations; temporal organizations

Mathematics Subject Classification ID

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

62P10: Applications of statistics to biology and medical sciences; meta analysis

62M15: Inference from stochastic processes and spectral analysis

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