Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F11%3A10099514" target="_blank" >RIV/00216208:11230/11:10099514 - isvavai.cz</a>
Alternative codes found
RIV/67985556:_____/11:00364573
Result on the web
<a href="http://dx.doi.org/10.1209/0295-5075/95/68001" target="_blank" >http://dx.doi.org/10.1209/0295-5075/95/68001</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1209/0295-5075/95/68001" target="_blank" >10.1209/0295-5075/95/68001</a>
Alternative languages
Result language
angličtina
Original language name
Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations
Original language description
We introduce a new method for the detection of long-range cross-correlations and multifractality -multifractal height cross-correlation analysis (MF-HXA)- based on scaling of q-th order covariances. MF-HXA is a bivariate generalization of the height-height correlation analysis of Baraba si and Vicsek (Baraba si A. L. and Vicsek T., Phys. Rev. A, 44 (1991) 2730). The method can be used to analyze long-range cross-correlations and multifractality between two simultaneously recorded series. We illustrate the utility of the method on both simulated and real-world time series.
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
—
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Europhysics Letters
ISSN
0295-5075
e-ISSN
—
Volume of the periodical
95
Issue of the periodical within the volume
6
Country of publishing house
FR - FRANCE
Number of pages
6
Pages from-to
1-6
UT code for WoS article
000294996600035
EID of the result in the Scopus database
—