Pages that link to "Item:Q2836507"
From MaRDI portal
The following pages link to MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS (Q2836507):
Displayed 16 items.
- Modified cross sample entropy and surrogate data analysis method for financial time series (Q1618520) (← links)
- Non linear approach to study the dynamics of neurodegenerative diseases by multifractal detrended cross-correlation analysis--A quantitative assessment on gait disease (Q1619230) (← links)
- Multifractal detrended cross-correlation analysis of genome sequences using chaos-game representation (Q1619576) (← links)
- Coupling detrended fluctuation analysis for multiple warehouse-out behavioral sequences (Q1620078) (← links)
- Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362) (← links)
- Discrete scale-invariance in cross-correlations between time series (Q1783320) (← links)
- A note on power-law cross-correlated processes (Q2122871) (← links)
- Multifractal detrended cross correlation analysis of neuro-degenerative diseases -- an in depth study (Q2148607) (← links)
- Chaos based nonlinear analysis to study cardiovascular responses to changes in posture (Q2151771) (← links)
- Cross-correlation and forecast impact of public attention on USD/CNY exchange rate: evidence from Baidu index (Q2170562) (← links)
- Weighted multifractal cross-correlation analysis based on Shannon entropy (Q2198572) (← links)
- The novel multi-scale local irreversibility analysis method based on segmentation about time series (Q2308136) (← links)
- Two-dimensional multifractal cross-correlation analysis (Q2410524) (← links)
- TIME-DELAY MULTISCALE MULTIFRACTAL DETRENDED PARTIAL CROSS-CORRELATION ANALYSIS OF HIGH-FREQUENCY STOCK SERIES (Q5024993) (← links)
- MULTIFRACTAL CROSS WAVELET ANALYSIS (Q5219463) (← links)
- Testing power-law cross-correlations: rescaled covariance test (Q6135157) (← links)