Multifractal detrended crosscorrelation analysis for two nonstationary signals
Multifractaldetrendedcross-correlationanalysisfortwononstationarysignals,周炜星,,Itisubiquitousinnaturalandsocialsciencesthattwovariables,recordedtemporallyorspatiallyinacomplexsystem,arecross-correlatedandpossessmultifractalfeatures.We