Disregarding any underlying process (and therefore any physical, chemical, economical or
whichever meaning of its mere numeric values), we can consider a time series just as an …

The detrending moving average (DMA) algorithm is a widely used technique to quantify the
long-term correlations of nonstationary time series and the long-range correlations of fractal …

There are a number of situations in which several signals are simultaneously recorded in
complex systems, which exhibit long-term power-law cross correlations. The multifractal …

Fractional Brownian motion (fBm) has been used as a theoretical framework to study real-
time series appearing in diverse scientific fields. Because of its intrinsic nonstationarity and …

When common factors strongly influence two power-law cross-correlated time series
recorded in complex natural or social systems, using detrended cross-correlation analysis …

Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC)
and to compare their performance, no clear consensus exists on what is the best method …

We introduce a new method for the detection of long-range cross-correlations and
multifractality—multifractal height cross-correlation analysis (MF-HXA)—based on scaling of …

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary
long-correlated increments, has been identified to give rise to the anomalous diffusion …

We investigate the use of the Hurst exponent, dynamically computed over a weighted
moving time-window, to evaluate the level of stability/instability of financial firms. Financial …

Fractal and multifractal analysis is performed on the atomic force microscopy (AFM) images
of the surface morphologies of the LiF thin films of thickness 10nm, 20nm, and 40nm …