GAUK 1110213 Long-range cross-correlations: Theory, tests, estimators and application (GAUK submitted)
| Principal investigator: | prof. PhDr. Ladislav Krištoufek Ph.D. |
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| Collaborators: |
Mgr. Lukáš Vácha Ph.D. |
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| End date: | 2013 |
| Publications: |
Kristoufek, L.: Mixed-correlated ARFIMA processes for power-law cross-correlations Kristoufek, L.: Spectrum-based estimators of the bivariate Hurst exponent Kristoufek, L.: Testing power-law cross-correlations: Rescaled covariance test |
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