Xiao, Qin; Pan, Xue; Stephen, Mutua; Yang, Yue; Li, Xinli; … - In: Physica A: Statistical Mechanics and its Applications 421 (2015) C, pp. 161-170
The de-trended cross-correlation analysis (DCCA) is converted to a new form, which turns out to be a periodic function modulated power-law, to evaluate discrete-scale long-range cross-correlation between time series. If the modulator is dominated with one frequency, the derived form will...