Zhao, Xiaojun; Shang, Pengjian; Lin, Aijing; Chen, Gang - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 21, pp. 3670-3678
Multifractal detrended cross-correlation analysis (MF-DXA) has been developed to detect the long-range power-law cross-correlation of considered signals in the presence of non-stationarity. However, crossovers arising from extrinsic periodic trends make the scaling behavior difficult to analyze....