Autoregressive random matrix theory based on the q-Dependent detrended cross-correlation coefficient

Bei Tan, Fang Wang, Zu-Guo Yu. Autoregressive random matrix theory based on the q-Dependent detrended cross-correlation coefficient. Commun. Nonlinear Sci. Numer. Simul., 158:109782, 2026. [doi]

Abstract

Abstract is missing.