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

DOI10.1016/J.CNSNS.2017.02.018MaRDI QIDQ2007377zbMATH OpenOpenAlexWikidataFDO

Authors 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)

Describes a project that uses

Uses Software

• longmemo

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