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Statistical test for Multiple Detrended Cross-Correlation Coefficient

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Published in 2021 at "Physica A: Statistical Mechanics and its Applications"

DOI: 10.1016/j.physa.2020.125285

Abstract: Abstract In this paper, we proposed a statistical test for the Multiple Detrended Correlation Coefficient D M C x 2 . The D M C x 2 is a measure of total association between the… read more here.

Keywords: statistical test; correlation coefficient; multiple detrended; test multiple ... See more keywords