摘要翻译：
提出了一种基于q阶协方差标度的长程互相关和多重分形检测的新方法--多重分形高度互相关分析（MF-HXA）。MF-HXA是Barabasi和Vicsek的高度-高度相关分析的二元推广[Barabasi,a.L.,Vicsek,T.：自仿射分形的多重分形性,Physical Review a 44（4）,1991]。该方法可用于分析两个同时记录的序列之间的长程互相关和多重分形。我们说明了该方法在模拟和真实世界时间序列上的有效性。
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英文标题：
《Multifractal Height Cross-Correlation Analysis: A New Method for
  Analyzing Long-Range Cross-Correlations》
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作者：
Ladislav Kristoufek
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最新提交年份：
2012
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分类信息：

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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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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英文摘要：
  We introduce a new method for detection of long-range cross-correlations and multifractality - multifractal height cross-correlation analysis (MF-HXA) - based on scaling of qth order covariances. MF-HXA is a bivariate generalization of the height-height correlation analysis of Barabasi & Vicsek [Barabasi, A.L., Vicsek, T.: Multifractality of self-affine fractals, Physical Review A 44(4), 1991]. The method can be used to analyze long-range cross-correlations and multifractality between two simultaneously recorded series. We illustrate a power of the method on both simulated and real-world time series.
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PDF链接：
https://arxiv.org/pdf/1201.3473