Terra Cognita

Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method

Licence unknown link only — licence forbids redistribution arxiv

D. Sornette (CNRS-Univ. Nice, Ucla), W.-X. Zhou (UCLA, Ecust)

arXiv preprint (cond-mat.stat-mech, q-fin.ST).

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