Multifractal detrending moving-average cross-correlation analysis.

@article{Jiang2011MultifractalDM,
  title={Multifractal detrending moving-average cross-correlation analysis.},
  author={Zhi-Qiang Jiang and Wei‐Xing Zhou},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2011},
  volume={84 1 Pt 2},
  pages={
          016106
        }
}
There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross correlations. The multifractal detrended cross-correlation analysis (MFDCCA) approaches can be used to quantify such cross correlations, such as the MFDCCA based on the detrended fluctuation analysis (MFXDFA) method. We develop in this work a class of MFDCCA algorithms based on the detrending moving-average analysis, called MFXDMA. The performances of… 

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Guest Area Editors and Ad Hoc Reviewers

BARRY L. BAYUS, University of North Carolina at Chapel Hill BILL BOULDING, Duke University DOUGLAS BOWMAN, Emory University RABIKAR CHATTERJEE, University of Pittsburgh ANNE COUGHLAN, Northwestern

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