Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations
نویسندگان
چکیده
منابع مشابه
Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations
We introduce a new method for detection of long-range cross-correlations and multifractality – multifractal height cross-correlation analysis (MF-HXA) – based on scaling of qth order covariances. MF-HXA is a bivariate generalization of the height-height correlation analysis of Barabasi & Vicsek [Barabasi, A.L., Vicsek, T.: Multifractality of self-affine fractals, Physical Review A 44(4), 1991]....
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ژورنال
عنوان ژورنال: EPL (Europhysics Letters)
سال: 2011
ISSN: 0295-5075,1286-4854
DOI: 10.1209/0295-5075/95/68001