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Robust Statistical Detection of Power-Law Cross-Correlation

We show that widely used approaches in statistical physics incorrectly indicate the existence of power-law cross-correlations between financial stock market fluctuations measured over several years and the neuronal activity of the human brain lasting for only a few minutes. While such cross-correlat...

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Detalles Bibliográficos
Autores principales: Blythe, Duncan A. J., Nikulin, Vadim V., Müller, Klaus-Robert
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2016
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4890042/
https://www.ncbi.nlm.nih.gov/pubmed/27250630
http://dx.doi.org/10.1038/srep27089