Relation between Magnitude Series Correlations and Multifractal Spectrum Width
arXiv:cond-mat/0111396
Abstract
We study the correlation properties of long-range correlated time series, , with tunable correlation exponent and built-in multifractal properties. For the cases we investigate we find that the correlation exponent of the magnitude series, , is a monotonically increasing function of the multifractal spectrum width of the original series.
4 revtex pages, 3 figures