Model-free stochastic processes studied with \(q\)-wavelet-based informational tools

DOI10.1016/J.PHYSLETA.2006.12.012zbMath1203.94020OpenAlexW1991893785MaRDI QIDQ620816

Sumit K. Garg

Publication date: 20 January 2011

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2006.12.012

zbMATH Keywords

fractional Brownian motionwavelet analysisfractional Gaussian noiseself-similar Gaussian stochastic processeswavelet \(q\)-entropywavelet \(q\)-statistical complexity

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stochastic processes (60G99) Application of orthogonal and other special functions (94A11)

Related Items (4)

Tsallis entropy of fuzzy dynamical systems ⋮ Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies ⋮ Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method ⋮ Computational applications of nonextensive statistical mechanics

Uses Software

• longmemo

Cites Work

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• Statistical complexity and disequilibrium
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• The analysis of VF and VT with wavelet-based Tsallis information measure
• NONEXTENSIVE THERMOSTATISTICS AND FRACTALS
• Ten Lectures on Wavelets
• Fractional Brownian Motions, Fractional Noises and Applications
• Nonextensive statistical mechanics and its applications. Papers from the IMS winter school on statistical mechanics: nonextensive generalization of Boltzmann-Gibbs statistical mechanics and its applications, Okazaki, Japan, February 15--18, 1999

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