摘要翻译：
在自然科学和社会科学中普遍存在着复杂系统中时间或空间上记录的两个变量相互关联并具有多重分形特征的现象。我们提出了一种新的方法，称为多重分形减分互相关分析（MF-DXA）来研究两个记录之间在一维或更高维的幂律互相关中的多重分形行为。通过一维和二维互相关二项式测度和多重分形随机游动对该方法进行了验证。并举例说明了在两个金融时间序列中的应用。
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英文标题：
《Multifractal detrended cross-correlation analysis for two nonstationary
  signals》
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作者：
Wei-Xing Zhou (ECUST)
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最新提交年份：
2008
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分类信息：

一级分类：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
  It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We propose a new method called multifractal detrended cross-correlation analysis (MF-DXA) to investigate the multifractal behaviors in the power-law cross-correlations between two records in one or higher dimensions. The method is validated with cross-correlated 1D and 2D binomial measures and multifractal random walks. Application to two financial time series is also illustrated.
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PDF链接：
https://arxiv.org/pdf/0803.2773