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Multifractal temporally weighted detrended partial cross-correlation analysis of two non-stationary time series affected by common external factors

Li, BG; Ling, DY; Yu, ZG

Yu, ZG (corresponding author), Xiangtan Univ, Sch Math & Computat Sci, Xiangtan 411105, Hunan, Peoples R China.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2021; 573 ():

Abstract

When common factors strongly influence two cross-correlated time series recorded in complex natural and social systems, the results will be biased if ......

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