Power-law cross-correlations estimation under heavy tails
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Publication:2200269
DOI10.1016/j.cnsns.2016.04.010OpenAlexW2279390741MaRDI QIDQ2200269
Publication date: 19 September 2020
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.05385
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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