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20002013
most citedMultifractal detrended cross-correlation analysis for two nonstationary signals

772 citations · 3.5k across the 42 of their papers we have counts for

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Showing 2012 · physics.data-anShow all

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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…