210 citations · 341 across the 3 of their papers we have counts for
3 papers
q-fin.ST2015★ 210 cited
Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces
Xi-Yuan Qian, Ya-Min Liu, Zhi-Qiang Jiang +3
When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis…
cond-mat.stat-mech2009★ 104 cited
Modified detrended fluctuation analysis based on empirical mode decomposition
Xi-Yuan Qian, Wei-Xing Zhou, Gao-Feng Gu
Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long-term correlations of non-stationary time series, in which a detrendi…
q-fin.ST2007★ 27 cited
Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests
Xi-Yuan Qian, Fu-Tie Song, Wei-Xing Zhou
We investigate the behavior of the Shanghai Stock Exchange Composite (SSEC) index for the period from 1990:12 to 2007:06 using an unconstrained two-regime threshold autoregressive…