Article ID Journal Published Year Pages File Type
10481741 Physica A: Statistical Mechanics and its Applications 2013 6 Pages PDF
Abstract
► We propose in this paper to establish a well-defined relationship between αDFA and λDCCA. ► This relationship will be accomplished theoretically by differentiating the DCCA cross-correlation coefficient ρDCCA. ► 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
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