exponent can be calculated in order to make some meaningful predictions is discussed. Our prediction hypothesis is verified …

Time series models showing power law tails in autocorrelation functions are common in econometrics. A special non … and covariance matrices. …

presence of correlations and its relation with variability has not been widely explored. In this work we apply the detrended … sites located in Mexico. We systematically calculate the correlation exponents and the sample entropy (SE) of geoelectric … particular, a complex behavior, characterized by a high entropy across several scales and crossover in the correlation exponents …

literature. The test statistics can be consistently computed on the basis of V-estimators even in the case of large dimensions …

changes agree with the universal predictions of RMT. We find that the cross-correlation matrix satisfies the universal …, distribution of eigenvalues, eigenvalue spacing predicted by random matrix theory (RMT) to compare cross-correlation matrix … August 2004 to March 2005 were analyzed. Most eigenvalues in the spectrum of the cross-correlation matrix of stock price …

observe the temporal evolution. The bootstrap techniques is applied to see a value of statistical reliability of the links of …

economic growth by using the MST and HT. We also use the bootstrap technique to investigate a value of the statistical …

links between companies in the MST by using the bootstrap technique. We also used the average linkage cluster analysis (ALCA …

time-window and observe the temporal evolution. We perform the bootstrap techniques to investigate a value of the …