{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2012:WOPBO3XMEEX2MXSYIPJB74LZ7L","short_pith_number":"pith:WOPBO3XM","schema_version":"1.0","canonical_sha256":"b39e176eec212fa65e5843d21ff179fad7a854ebc6961d35587fd65b95a5e832","source":{"kind":"arxiv","id":"1201.3473","version":2},"attestation_state":"computed","paper":{"title":"Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["physics.data-an"],"primary_cat":"q-fin.ST","authors_text":"Ladislav Kristoufek","submitted_at":"2012-01-17T10:24:02Z","abstract_excerpt":"We introduce a new method for detection of long-range cross-correlations and multifractality - multifractal height cross-correlation analysis (MF-HXA) - based on scaling of qth order covariances. MF-HXA is a bivariate generalization of the height-height correlation analysis of Barabasi & Vicsek [Barabasi, A.L., Vicsek, T.: Multifractality of self-affine fractals, Physical Review A 44(4), 1991]. The method can be used to analyze long-range cross-correlations and multifractality between two simultaneously recorded series. We illustrate a power of the method on both simulated and real-world time "},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1201.3473","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-01-17T10:24:02Z","cross_cats_sorted":["physics.data-an"],"title_canon_sha256":"e3c4a126f9e6ced47c9c0ffcd8058a4024f03cd7f796fb97195bc4fe1f548882","abstract_canon_sha256":"b799cc1e36a23de2b26bb592a99c3d5e2ef79898d578e22906189da341289cb6"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:55:02.682059Z","signature_b64":"XzdRNEhNvzzgkEOYdy6ZLqPYhWRQ2C2WRl5qO3PHVeK+vCJqnorU770RlbaoI3unahUh6bQcJ3pdnYeWD3XQDw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"b39e176eec212fa65e5843d21ff179fad7a854ebc6961d35587fd65b95a5e832","last_reissued_at":"2026-05-18T03:55:02.681404Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:55:02.681404Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["physics.data-an"],"primary_cat":"q-fin.ST","authors_text":"Ladislav Kristoufek","submitted_at":"2012-01-17T10:24:02Z","abstract_excerpt":"We introduce a new method for detection of long-range cross-correlations and multifractality - multifractal height cross-correlation analysis (MF-HXA) - based on scaling of qth order covariances. MF-HXA is a bivariate generalization of the height-height correlation analysis of Barabasi & Vicsek [Barabasi, A.L., Vicsek, T.: Multifractality of self-affine fractals, Physical Review A 44(4), 1991]. The method can be used to analyze long-range cross-correlations and multifractality between two simultaneously recorded series. We illustrate a power of the method on both simulated and real-world time "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1201.3473","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1201.3473","created_at":"2026-05-18T03:55:02.681480+00:00"},{"alias_kind":"arxiv_version","alias_value":"1201.3473v2","created_at":"2026-05-18T03:55:02.681480+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1201.3473","created_at":"2026-05-18T03:55:02.681480+00:00"},{"alias_kind":"pith_short_12","alias_value":"WOPBO3XMEEX2","created_at":"2026-05-18T12:27:25.539911+00:00"},{"alias_kind":"pith_short_16","alias_value":"WOPBO3XMEEX2MXSY","created_at":"2026-05-18T12:27:25.539911+00:00"},{"alias_kind":"pith_short_8","alias_value":"WOPBO3XM","created_at":"2026-05-18T12:27:25.539911+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/WOPBO3XMEEX2MXSYIPJB74LZ7L","json":"https://pith.science/pith/WOPBO3XMEEX2MXSYIPJB74LZ7L.json","graph_json":"https://pith.science/api/pith-number/WOPBO3XMEEX2MXSYIPJB74LZ7L/graph.json","events_json":"https://pith.science/api/pith-number/WOPBO3XMEEX2MXSYIPJB74LZ7L/events.json","paper":"https://pith.science/paper/WOPBO3XM"},"agent_actions":{"view_html":"https://pith.science/pith/WOPBO3XMEEX2MXSYIPJB74LZ7L","download_json":"https://pith.science/pith/WOPBO3XMEEX2MXSYIPJB74LZ7L.json","view_paper":"https://pith.science/paper/WOPBO3XM","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1201.3473&json=true","fetch_graph":"https://pith.science/api/pith-number/WOPBO3XMEEX2MXSYIPJB74LZ7L/graph.json","fetch_events":"https://pith.science/api/pith-number/WOPBO3XMEEX2MXSYIPJB74LZ7L/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/WOPBO3XMEEX2MXSYIPJB74LZ7L/action/timestamp_anchor","attest_storage":"https://pith.science/pith/WOPBO3XMEEX2MXSYIPJB74LZ7L/action/storage_attestation","attest_author":"https://pith.science/pith/WOPBO3XMEEX2MXSYIPJB74LZ7L/action/author_attestation","sign_citation":"https://pith.science/pith/WOPBO3XMEEX2MXSYIPJB74LZ7L/action/citation_signature","submit_replication":"https://pith.science/pith/WOPBO3XMEEX2MXSYIPJB74LZ7L/action/replication_record"}},"created_at":"2026-05-18T03:55:02.681480+00:00","updated_at":"2026-05-18T03:55:02.681480+00:00"}