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Multifractal detrended cross-correlation analysis for epileptic patient in seizure and seizure free status
16 references·0 citing·29 second hop
Multifractal detrended cross-correlation analysis for epileptic patient in seizure and seizure free status (2014)Multifractal detrended cross-correlation …Time-lag cross-correlations in collective phenomena (2010)Time-lag cross-correlations i…Cross-correlations between Chinese A-share and B-share markets (2010)Cross-correlations between Ch…Quantitative features of multifractal subtleties in time series (2009)Quantitative features of mult…Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis (2009)Measuring multifractality of …Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Multifractal detrended cross-…Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)Detrended Cross-Correlation A…Fractal analysis of river flow fluctuations (2007)Fractal analysis of river flo…Multifractal detrended fluctuation analysis of sunspot time series (2006)Multifractal detrended fluctu…Detrended fluctuation analysis for fractals and multifractals in higher dimensions (2006)Detrended fluctuation analysi…Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis (2006)Detecting long-range correlat…Long-term meditators self-induce high-amplitude gamma synchrony during mental practice (2004)Long-term meditators self-ind…Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods (2003)Multifractality of river runo…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Detecting long-range correlations with detrended fluctuation analysis (2001)Detecting long-range correlat…Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Universal and Nonuniversal Pr…Noise Dressing of Financial Correlation Matrices (1999)Noise Dressing of Financial C…Some long‐run properties of geophysical records (1969)Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Fractional Differencing (1981)Cross-correlations between volume change and price change (2009)Fractional Brownian Motions, Fractional Noises and Applications (1968)Long-Term Memory in Stock Market Prices (1991)Fractal and Multifractal Time Series (2009)Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces (2015)Multifractal methodology (2017)Long-Term Storage: An Experimental Study. (1966)Effect of trends on detrended fluctuation analysis (2001)Effect of nonstationarities on detrended fluctuation analysis (2002)Introduction to Econophysics (1999)A multifractal approach for stock market inefficiency (2008)Multifractal detrended cross-correlation analysis of temporal and spatial seismic data (2009)Modern Portfolio Theory and Investment Analysis. (1982)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Random matrix approach to cross correlations in financial data (2002)Dynamics of market correlations: Taxonomy and portfolio analysis (2003)Portfolio Selection: Efficient Diversification of Investments. (1962)Alterations in Brain and Immune Function Produced by Mindfulness Meditation (2003)An examination of self-compassion in relation to positive psychological functioning and personality traits (2006)Self‐Compassion Versus Global Self‐Esteem: Two Different Ways of Relating to Oneself (2008)Meditation, mindfulness and cognitive flexibility (2009)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Detrending moving average algorithm for multifractals (2010)Statistical tests for power-law cross-correlated processes (2011)
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References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series1,476 cited
  • 2001Detecting long-range correlations with detrended fluctuation analysis1,401 cited
  • 2004Long-term meditators self-induce high-amplitude gamma synchrony during mental practice1,324 cited
  • 1999Noise Dressing of Financial Correlation Matrices1,244 cited
  • 1999Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series1,017 cited
  • 2008Multifractal detrended cross-correlation analysis for two nonstationary signals769 cited
  • 2006Multifractal detrended fluctuation analysis of sunspot time series337 cited
  • 2006Detrended fluctuation analysis for fractals and multifractals in higher dimensions243 cited
  • 2003Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods226 cited
  • 2010Time-lag cross-correlations in collective phenomena217 cited
  • 2009Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis199 cited
  • 2009Quantitative features of multifractal subtleties in time series190 cited
  • 2006Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis

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186 cited
  • 2010Cross-correlations between Chinese A-share and B-share markets173 cited
  • 2007Fractal analysis of river flow fluctuations162 cited
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