Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10481741 | Physica A: Statistical Mechanics and its Applications | 2013 | 6 Pages |
Abstract
⺠We propose in this paper to establish a well-defined relationship between αDFA and λDCCA. ⺠This relationship will be accomplished theoretically by differentiating the DCCA cross-correlation coefficient ÏDCCA. ⺠For some specific times series, we apply this theory in order to establish its validity.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
G.F. Zebende, M.F. da Silva, A. Machado Filho,