Higher-Order Multifractal Detrended Partial Cross-Correlation Analysis for the Correlation Estimator
In this paper, we develop a new method to measure the nonlinear interactions between nonstationary time series based on the detrended cross-correlation coefficient analysis. We describe how a nonlinear interaction may be obtained by eliminating the influence of other variables on two simultaneous ti...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2020-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2020/7495058 |
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