Shi, Wenbin; Shang, Pengjian; Wang, Jing; Lin, Aijing - In: Physica A: Statistical Mechanics and its Applications 403 (2014) C, pp. 35-44
In this paper, we introduce a method called multiscale multifractal detrended cross-correlation analysis (MM-DCCA). The … detrended cross-correlation analysis (MF-DCCA) by sweeping all the range of scale at which the multifractal structures of …