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 method allows us to extend the description of the cross-correlation properties between two time series. MM-DCCA may provide new ways of measuring the nonlinearity of two...