Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series

Physical Review Letters - Tập 100 Số 8
Boris Podobnik1, H. Eugene Stanley2
1Department of Physics, Faculty of Civil Engineering, University of Rijeka, Rijeka, Croatia and Zagreb School of Economics and Management, Zagreb, Croatia
2Center for Polymer Studies and Department of Physics, Boston University, Boston, Massachusetts 02215 USA

Tóm tắt

Từ khóa


Tài liệu tham khảo

10.1126/science.1078551

10.1103/PhysRevLett.83.1467

10.1103/PhysRevLett.83.1471

10.1103/PhysRevLett.91.157002

10.1103/PhysRevLett.92.206801

10.1103/PhysRevLett.98.036803

10.1103/PhysRevE.73.066128

10.1103/PhysRevE.51.5084

10.1093/biomet/68.1.165

10.1103/PhysRevE.72.026121