Pengjian Shang
Economics and Econometrics · 2008–2017
A researcher in the Science corpus: 7 papers; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 50 citations into it; #8,991 of 23,481 by trust here, #9,863 by citations
Whom Pengjian Shang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Pengjian Shang overall
- Ladislav Kristoufek
- A. M. S. Filho
- Luciano Zunino
- Guangxi Cao
- M. F. D. Silva
- Gilney F. Zebende
- Benjamin Miranda Tabak
Papers from Pengjian Shang's perspective
Ordered by how strongly the researchers Pengjian Shang trusts endorse each paper. Same corpus, a different order for every researcher.
- Statistical mechanics of complex networks
- Statistics for long-memory processes
- Ten Lectures on Wavelets
- Effect of trends on detrended fluctuation analysis. (Physical review. E, Statistical, nonlinear, and soft matter physics)
- Fractal dynamics in physiology: Alterations with disease and aging (Proceedings of the National Academy of Sciences of the United States of America)
- A theory of power-law distributions in financial market fluctuations (Nature)
- Generalized autoregressive conditional heteroskedasticity
- Catastrophic cascade of failures in interdependent networks (Nature)
- Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series. (Physical Review Letters)
- AND T
Their papers
- Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis (2008) — 176 citations
- MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS (2012) — 124 citations
- Multifractal Fourier detrended cross-correlation analysis of traffic signals (2011) — 94 citations
- The cross-correlations of stock markets based on DCCA and time-delay DCCA (2012) — 94 citations
- Multivariate weighted multiscale permutation entropy for complex time series (2017) — 55 citations
- Comparison of transfer entropy methods for financial time series (2017) — 84 citations
- MULTISCALE ENTROPY ANALYSIS OF TRAFFIC TIME SERIES (2013) — 51 citations