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Statistical test for ΔρDCCA : Methods and data.


ABSTRACT: In this paper the algorithm for ΔρDCCA statistical test (Guedes et al., 2018) [1] is presented. Our test begins with the simulation of four time series pairs, by an ARFIMA process. These time series has N=250 , 500, 1000, and 2000 points, see Guedes et al. (2018) [1]. The probability distribution function (PDF) is made available for all 10,000 samples, that start from the original time series, in supplementary material.

SUBMITTER: Guedes EF 

PROVIDER: S-EPMC6103976 | biostudies-literature |

REPOSITORIES: biostudies-literature

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