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Finite correlation dimension for stochastic systems with power-law spectra
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  • 1999Self-affine time series: measures of weak and strong persistence192 cited
  • 1999Self-Affine Time Series: I. Generation and Analyses190 cited
  • 1995Reversibility as a criterion for discriminating time series168 cited
  • 2013A Tutorial on Multifractality, Cascades, and Interactivity for Empirical Time Series in Ecological Science147 cited
  • 2000Are oil markets chaotic? A non-linear dynamic analysis119 cited
  • 2013Quantification of Long-Range Persistence in Geophysical Time Series: Conventional and Benchmark-Based Improvement Techniques107 cited
  • 2014Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph93 cited
  • 2011Causality and the entropy–complexity plane: Robustness and missing ordinal patterns91 cited
  • 1998Power of surrogate data testing with respect to nonstationarity82 cited
  • 1998Testing stationarity in time series80 cited
  • 2001Long memory and chaotic models of prices on the London Metal Exchange75 cited
  • 1997Eine methodenorientierte Einführung in die synergetische Psychologie6 cited

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