Higher-order multifractal detrended partial cross-correlation analysis for the correlation estimator

DOI10.1155/2020/7495058MaRDI QIDQ2196160zbMATH OpenOpenAlexFDO

Authors Keqiang Dong, Xiaojie Gao

Publication date 28 August 2020

Published in Complexity (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/7495058

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Characteristic vectors of bordered matrices with infinite dimensions
• Cross-correlations between volume change and price change
• Multifractal detrended cross-correlation analysis of temporal and spatial seismic data
• The Lempel-Ziv measure based pedigree map to detect and evaluate correlation between aero-engine gas path system variables

Cited in

(7)

• Coupling correlation detrended analysis for multiple nonstationary series
• Multifractal correlation characteristic for radar detecting low-observable target in sea clutter
• Time-delay multiscale multifractal detrended partial cross-correlation analysis of high-frequency stock series
• A NOVEL CORRELATION FUNCTION FROM DETRENDED FLUCTUATION ANALYSIS
• Statistical properties of the detrended multiple cross-correlation coefficient
• Multifractal cross-correlation analysis based on statistical moments
• Analysis of detrended time-lagged cross-correlation between two nonstationary time series

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