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Detrended cross-correlation analysis consistently extended to multifractality.
Phys Rev E Stat Nonlin Soft Matter Phys. 2014 Feb;89(2):023305. doi: 10.1103/PhysRevE.89.023305. Epub 2014 Feb 21.
Phys Rev E Stat Nonlin Soft Matter Phys. 2014.
PMID: 25353603
Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations.
Kwapień J, Oświęcimka P, Forczek M, Drożdż S.
Kwapień J, et al. Among authors: forczek m.
Phys Rev E. 2017 May;95(5-1):052313. doi: 10.1103/PhysRevE.95.052313. Epub 2017 May 17.
Phys Rev E. 2017.
PMID: 28618491
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