Multifractal detrended cross-correlation analysis for two nonstationary signals

Wei‐Xing Zhou1
1School of Business, School of Science, Research Center for Econophysics, and Research Center of Systems Engineering, East China University of Science and Technology, Shanghai 200237, China. [email protected]

Tóm tắt

Từ khóa


Tài liệu tham khảo

B. B. Mandelbrot, 1983, The Fractal Geometry of Nature, 10.1119/1.13295

10.1142/S0218348X95000692

10.1016/S0895-7177(99)00104-1

10.1103/PhysRevE.49.1685

10.1103/PhysRevE.64.011114

10.1016/S0378-4371(02)01383-3

10.1103/PhysRevE.74.061104

10.1103/PhysRevA.41.894

10.1209/epl/i1996-00438-4

10.1063/1.1710890

A. N. Kravchenko, 2000, Agron. J., 92, 1279, 10.2134/agronj2000.9261279x

T. B. Zeleke, 2004, Agron. J., 96, 1082, 10.2134/agronj2004.1082

10.1007/s100510050734

10.1209/epl/i2003-00194-y

10.1103/PhysRevLett.100.084102

10.1073/pnas.0701020104

10.1103/PhysRevLett.59.1424

10.1103/PhysRevA.33.1141

10.1016/S0370-1573(97)00076-8

10.1016/j.physa.2006.10.025

10.1103/PhysRevE.64.026103

10.1103/PhysRevLett.99.240601

10.1016/S0378-4371(01)00144-3

10.1007/s100510051179

10.1017/S0022112074000711

10.1063/1.857629

10.1017/S0022112091001830