Related papers: Cross-correlation of long-range correlated series
Here we propose a method, based on detrended covariance which we call detrended cross-correlation analysis (DXA), to investigate power-law cross-correlations between different simultaneously-recorded time series in the presence of…
In this paper we will consider the LAN property for both the Hurst parameter $H>3/4$ and the variance of the fractional Brownian motion plus an independent standard Brownian motion (called mixed fractional Brownian motion) with…
The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…
Based on a recent proposal [O.P. Sushkov, Phys. Rev. B 64, 155319 (2001)], we relate the quantum conductance through a sample in which electrons are strongly correlated to the persistent current of a large ring, composed of the sample and a…
We investigated the quality of forecasting of fractional Brownian motion, and new method for estimating of Hurst exponent is validated. Stochastic model of the time series in the form of converted fractional Brownian motion is proposed. The…
This short note suggests a heuristic method for detecting the dependence of random time series that can be used in the case when this dependence is relatively weak and such that the traditional methods are not effective. The method requires…
We study the mass spectrum of nonrelativistic mesons composed of charm and bottom quarks within the framework of the Curci-Ferrari model in the Landau gauge, focusing on the influence of the gluon mass on our results. We derive the…
We study a model where one target variable Y is correlated with a vector X:=(X_1,...,X_d) of predictor variables being potential causes of Y. We describe a method that infers to what extent the statistical dependences between X and Y are…
Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian.…
We propose a method for detecting differential gene expression that exploits the correlation between genes. Our proposal averages the univariate scores of each feature with the scores in correlation neighborhoods. In a number of real and…
The generalized correlation approach, which has been successfully used in statistical radio physics to describe non-Gaussian random processes, is proposed to describe stochastic financial processes. The generalized correlation approach has…
Canonical Correlation Analysis (CCA) is a widespread technique for discovering linear relationships between two sets of variables $X \in \mathbb{R}^{n \times p}$ and $Y \in \mathbb{R}^{n \times q}$. In high dimensions however, standard…
Yang-Mills theories are an important building block of the standard model and in particular of quantum chromodynamics. Its correlation functions describe the behavior of its elementary particles, the gauge bosons. In quantum chromodynamics,…
We measure the halo bispectrum covariance in a large set of N-body simulations and compare it with theoretical expectations. We find a large correlation among (even mildly) squeezed halo bispectrum configurations. A similarly large…
The repulsive one-dimensional Hubbard model with bond-charge interaction (HBC) in the superconducting regime is mapped onto the spin-1/2 XY model with transverse field. We calculate correlations and phase boundaries, realizing an excellent…
In this article we consider L\'evy driven continuous time moving average processes observed on a lattice, which are stationary time series. We show asymptotic normality of the sample mean, the sample autocovariances and the sample…
Let $\{b_H(t),t\in\mathbb{R}\}$ be the fractional Brownian motion with parameter $0<H<1$. When $1/2<H$, we consider diffusion equations of the type \[X(t)=c+\int_0^t\sigma\bigl(X(u)\bigr)\mathrm {d}b_H(u)+\int _0^t\mu\bigl(X(u)\bigr)\mathrm…
We present several methods to accurately estimate Lagrangian bias parameters and substantiate them using simulations. In particular, we focus on the quadratic terms, both the local and the non local ones, and show the first clear evidence…
Next-to-next-to-leading contributions to the cross section sigma(e+e- -> tau+tau-) at energies close to threshold are analysed, taking into account the known non-relativistic effects and O(alpha^2) corrections. The numerical changes with…
We investigate the possibility of using a transcorrelated Hamiltonian to describe electron correlation. Amethod to obtain transcorrelatedwavefunctionswas developed based on the mathematical framework of the bi-variational principle. This…