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  • Search: subject:"Large deviations spectrum"
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Large deviations spectrum 2 Chinese stock index 1 Cross-correlation 1 Legendre spectrum 1 MF-DXA 1 Multifractal analysis 1 Multiscale analysis 1 Traffic speed time series 1
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Undetermined 2
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Article 2
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Undetermined 2
Author
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Shang, Pengjian 2 Shi, Wenbin 2 Wang, Jing 1 Zhao, Xiaojun 1
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Physica A: Statistical Mechanics and its Applications 2
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RePEc 2
Showing 1 - 2 of 2
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Large deviations estimates for the multiscale analysis of traffic speed time series
Shi, Wenbin; Shang, Pengjian; Wang, Jing - In: Physica A: Statistical Mechanics and its Applications 421 (2015) C, pp. 562-570
distributions. In this article, we illustrate the large deviations spectrum on both artificial and traffic speed time series, and …) that remains hidden with Legendre spectrum. In the mean time, the multiscale analysis of the large deviations spectrum was …
Persistent link: https://www.econbiz.de/10011194054
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Multifractal cross-correlation spectra analysis on Chinese stock markets
Zhao, Xiaojun; Shang, Pengjian; Shi, Wenbin - In: Physica A: Statistical Mechanics and its Applications 402 (2014) C, pp. 84-92
-correlation of two non-stationary variables. The Legendre spectrum and the large deviations spectrum are extended to the cross …
Persistent link: https://www.econbiz.de/10010873003
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