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Title: DCCA cross-correlation coefficient: quantifying level of cross-correlation
Other Titles: Physica A
Authors: Zebende, G. F.
Keywords: Time series;Cross-correlation;DCCA method;DFA method
Issue Date: 2011
Citation: ZEBENDE, G. F. DCCA cross-correlation coefficient: quantifying level of cross-correlation. Physica A, [Amsterdam], v. 390, p. 614-618, 2011.
Abstract: In this paper, a new coefficient is proposed with the objective of quantifying the level of cross-correlation between nonstationary time series. This cross-correlation coefficient is defined in terms of the DFA method and the DCCA method. The implementation of this cross-correlation coefficient will be illustrated with selected time series.
Description: p. 614-618
Appears in Collections:Artigos Publicados em Periódicos (PPG MCTI)

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