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Negative / Null Result ReportEconomics, Econometrics and Finance· cited by 447

Statistical tests for power-law cross-correlated processes

Boris Podobnik; Zhi‐Qiang Jiang; Wei‐Xing Zhou; H. Eugene Stanley · 2011 · Physical Review E

WASTE classifies this as Negative / Null Result Report · AI classification, approximate

The study found no significant effect — useful as a negative control or null benchmark for your own design.

Abstract (excerpt)

For stationary time series, the cross-covariance and the cross-correlation as functions of time lag $n$ serve to quantify the similarity of two time series. The latter measure is also used to assess whether the cross-correlations are…

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Metadata source: OpenAlex · DOI 10.1103/physreve.84.066118