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(2024)</a>. </div> <div class="abstract">Summary: Variance has an important role in statistics and information theory fields, by forming the basis for many well-known information measures. Based on Jensen&rsquo;s inequality and variance, the Jensen-variance information has been previously proposed to measure the distance between two random variables. Jensen-variance distance is based on the convexity property of random variable variance. Based on the relationship between Jensen-variance distance and classical Detrended Cross-Correlation (DCC) of two not necessarily stationary process, the Jensen-Detrended Covariance and Jensen-DCC functions are proposed in this paper. Moreover, Jensen-DCC function is also considered for Hénon and Logistic chaotic maps for simulated time series. Then we considered a stock market time series dataset for the study of similarity of Latin American indexes with S&amp;P500 and Shanghai ones. We obtained a useful tool to study the similarity or distance of two non-stationary time series based on DCC coefficient.</div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=rf%3A7944512">Cited in <strong>1</strong> Document</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A82-XX" title="MSC2020">82-XX</a> </td> <td class="space"> Statistical mechanics, structure of matter </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3Adetrended+cross-correlation+coefficient">detrended cross-correlation coefficient</a>; <a href="/?q=ut%3Anon-stationary+processes">non-stationary processes</a>; <a href="/?q=ut%3AJensen-variance+distance">Jensen-variance distance</a>; <a href="/?q=ut%3Aconvexity">convexity</a>; <a href="/?q=ut%3Achaotic+maps">chaotic maps</a>; <a href="/?q=ut%3Astock+market+indexes">stock market indexes</a></div> <div class="software"> <h3>Software:</h3><a href="/software/771">R</a></div> <!-- Modal used to show zbmath metadata in different output formats--> <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">&times;</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;"> <!-- alert for connection errors etc --> </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function"> <!-- Button trigger metadata modal --> <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07944512" data-ciurl="/ci/07944512" data-biburl="/bibtex/07944512.bib" data-amsurl="/amsrefs/07944512.bib" data-xmlurl="/xml/07944512.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07944512.pdf" title="Zbl 07944512 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.physa.2024.130115" aria-label="DOI for “Jensen-detrended cross-correlation function for non-stationary time series with application to Latin American stock markets”" title="10.1016/j.physa.2024.130115">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">Cover, T. 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