772 citations · 3.5k across the 42 of their papers we have counts for
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physics.data-an2012★ 180 cited
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
Ying-Hui Shao, Gao Feng Gu, Zhi-Qiang Jiang +2
Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best metho…
physics.data-an2008★ 772 cited
Multifractal detrended cross-correlation analysis for two nonstationary signals
Wei-Xing Zhou
It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We…