Statements in which the resource exists as a subject.
PredicateObject
rdf:type
lifeskim:mentions
pubmed:issue
8
pubmed:dateCreated
2008-3-20
pubmed:abstractText
Here we propose a new method, detrended cross-correlation analysis, which is a generalization of detrended fluctuation analysis and is based on detrended covariance. This method is designed to investigate power-law cross correlations between different simultaneously recorded time series in the presence of nonstationarity. We illustrate the method by selected examples from physics, physiology, and finance.
pubmed:language
eng
pubmed:journal
pubmed:citationSubset
IM
pubmed:status
MEDLINE
pubmed:month
Feb
pubmed:issn
0031-9007
pubmed:author
pubmed:issnType
Print
pubmed:day
29
pubmed:volume
100
pubmed:owner
NLM
pubmed:authorsComplete
Y
pubmed:pagination
084102
pubmed:meshHeading
pubmed:year
2008
pubmed:articleTitle
Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series.
pubmed:affiliation
Department of Physics, University of Rijeka, Rijeka, Croatia . bp@phy.hr
pubmed:publicationType
Journal Article, Research Support, Non-U.S. Gov't