Title of article
DCCA cross-correlation coefficient: Quantifying level of cross-correlation
Author/Authors
G.F. Zebende، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
5
From page
614
To page
618
Abstract
In this paper, a new coefficient is proposed with the objective of quantifying the level of cross-correlation between nonstationary time series. This cross-correlation coefficient is defined in terms of the DFA method and the DCCA method. The implementation of this cross-correlation coefficient will be illustrated with selected time series.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2011
Journal title
Physica A Statistical Mechanics and its Applications
Record number
874102
Link To Document