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

DOI10.1155/2020/7495058zbMATH Open1441.62230OpenAlexW3033070445MaRDI QIDQ2196160FDOQ2196160

Authors: Keqiang Dong, Xiaojie Gao 

Publication date: 28 August 2020

Published in: Complexity (Search for Journal in Brave)

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

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Mathematics Subject Classification ID

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

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)

• 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
• Coupling correlation detrended analysis for multiple nonstationary series
• Multifractal cross-correlation analysis based on statistical moments
• Analysis of detrended time-lagged cross-correlation between two nonstationary time series
• Multifractal correlation characteristic for radar detecting low-observable target in sea clutter

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