DCCA cross-correlation coefficient: quantifying level of cross-correlation

Please use this identifier to cite or link to this item: http://repositoriosenaiba.fieb.org.br/handle/fieb/599

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DC Field	Value	Language
dc.contributor.author	Zebende, G. F.	-
dc.date.accessioned	2016-08-15T14:00:24Z	-
dc.date.issued	2011	-
dc.identifier.citation	ZEBENDE, G. F. DCCA cross-correlation coefficient: quantifying level of cross-correlation. Physica A, [Amsterdam], v. 390, p. 614-618, 2011.	pt_BR
dc.identifier.uri	http://repositoriosenaiba.fieb.org.br/handle/fieb/599	-
dc.description	p. 614-618	pt_BR
dc.description.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.	pt_BR
dc.language.iso	en_US	pt_BR
dc.source	http://ac.els-cdn.com/S0378437110008800/1-s2.0-S0378437110008800-main.pdf?_tid=c17eb7d4-62ed-11e6-84b6-00000aacb362&acdnat=1471268577_c8a44ab5f75a6ba5381a72af0c0383cc	pt_BR
dc.subject	Time series	pt_BR
dc.subject	Cross-correlation	pt_BR
dc.subject	DCCA method	pt_BR
dc.subject	DFA method	pt_BR
dc.title	DCCA cross-correlation coefficient: quantifying level of cross-correlation	pt_BR
dc.title.alternative	Physica A	pt_BR
dc.type	Produção bibliográfica: Artigos completos publicados em periódicos	pt_BR
dc.identifier.number	v. 390	pt_BR
dc.description.localpub	Amsterdam	pt_BR
dc.embargo.terms	aberto	pt_BR
dc.embargo.lift	2016-08-16T14:00:24Z	-
Appears in Collections:	Artigos Publicados em Periódicos (PPG MCTI)

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