Generalized theory for detrending moving-average cross-correlation analysis: A practical guide
To evaluate the long-range cross-correlation in non-stationary bi-variate time-series, detrending-operation-based analysis methods such as the detrending moving-average cross-correlation analysis (DMCA), are widely used. However, its mathematical foundation has not been well established. In this pap...
| Main Authors: | , , , , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2019-09-01
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| Series: | Chaos, Solitons & Fractals: X |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2590054420300038 |