0364573 20240103195547.320111101235959.9 000294996600035 80053017779 10.1209/0295-5075/95/68001 6 s. cav_un_epca*02565860295-5075956 (2011)Institute of Physics Publishing cross-correlations multifractality cav_un_auth*0256902 Krištoufek Ladislav Ekonometrie Department of Econometrics E E UTIA-B Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2011/E/kristoufek-0364573.pdf GA402/09/0965 GA ČR cav_un_auth*0253176 GD402/09/H045 GA ČR cav_un_auth*0253998 118310 GA UK CZ cav_un_auth*0274537 CEZ:AV0Z10750506 We introduce a new method for the detection of long-range cross-correlations and multifractality -multifractal height cross-correlation analysis (MF-HXA)- based on scaling of q-th order covariances. MF-HXA is a bivariate generalization of the height-height correlation analysis of Baraba ́si and Vicsek (Baraba ́si A. L. and Vicsek T., Phys. Rev. A, 44 (1991) 2730). The method can be used to analyze long-range cross-correlations and multifractality between two simultaneously recorded series. We illustrate the utility of the method on both simulated and real-world time series. 2013 AH 1 4 A 4a 20231122134656.6 http://hdl.handle.net/11104/0200024 PHYSICSMULTIDISCIPLINARY 2.119 0.707 6.1 0.08068 1.173 17415 882 1.389 Q1 66.546 81.548 Q2 Q2 2011 Soubory v repozitáři: kristoufek-0364573.pdf 80053017779 SCOPUS 000294996600035 WOS cav_un_epca*0256586 EPL 0295-5075 1286-4854 Roč. 95 č. 6 2011 68001/1 68001/6 Institute of Physics Publishing