CK Peng, Magnitude and sign scaling in power-law correlated time series, 2003

2003 CK Peng

Ashkenazy, Y., Havlin, S., Ivanov, P. C., Peng, C. K., Schulte-Frohlinde, V., & Stanley, H. E. (2003). Magnitude and sign scaling in power-law correlated time series. Physica A: Statistical Mechanics and its Applications, 323, 19-41.