A signed multifractal detrended cross-correlation coefficient is introduced that remains strictly bounded in [-1,1] for all fluctuation orders q by averaging locally normalized detrended correlations with regularized amplitudes.
Sierra-Porta, Journal of Atmospheric and Solar- Terrestrial Physics266, 106407 (2025)
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Robust q-negative Multifractal Detrended Cross-Correlation Coefficient
A signed multifractal detrended cross-correlation coefficient is introduced that remains strictly bounded in [-1,1] for all fluctuation orders q by averaging locally normalized detrended correlations with regularized amplitudes.