Multifractal Fourier detrended cross-correlation analysis of traffic signals

By Xiaojun Zhao, Pengjian Shang, Aijing Lin, Gang Chen. 2011

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Multifractal detrended cross-correlations between the Chinese exchange market and stock market (2012, methodology): “Since then, DCCA and MF-DCCA have been discussed on methodology [28–34] and used widely in the detection of cross-correlations between two financial series in several papers [35–39].”
Measuring correlations between non-stationary series with DCCA coefficient (2013, background): “Introduction Analysis of power-law cross-correlations between various time series has become a popular topic in a broad range of fields – hydrology [4], seismology [21], traffic [31, 27, 32], finance [17, 6, 5, 3], biometrics [23], (hydro)meteorology [24, 8], biology [28], DNA sequences [22], electr”
Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market (2014, unknown): “Although several researchers [20–29] discuss the DCCA methodology, little attention focuses on the asymmetries of the cross-correlation.”