Fractal approach towards power-law coherency to measure cross-correlations between time series

DOI10.1016/J.CNSNS.2017.02.018OpenAlexW2510186736WikidataQ131199861 ScholiaQ131199861MaRDI QIDQ2007377

Ladislav Kristoufek

Publication date: 14 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.06781

zbMATH Keywords

correlationspower-law cross-correlationspower-law coherency

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• longmemo

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