Magnitude and sign scaling in power-law correlated time series
From MaRDI portal
Publication:1873455
DOI10.1016/S0378-4371(03)00008-6zbMath1023.62085MaRDI QIDQ1873455
H. Eugene Stanley, Plamen C. Ivanov, Verena Schulte-Frohlinde, Yosef Ashkenazy, Shlomo Havlin, Chung-Kang Peng
Publication date: 21 May 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(03)00008-6
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P10: Applications of statistics to biology and medical sciences; meta analysis
62M15: Inference from stochastic processes and spectral analysis
Related Items
Transforming Gaussian correlations. Applications to generating long-range power-law correlated time series with arbitrary distribution, A stochastic model of river discharge fluctuations, Financial time series analysis based on information categorization method, Abnormal statistical properties of stock indexes during a financial crash, Multifractality of cerebral blood flow, Investigating linear and nonlinear behaviours in time dynamics of observational seismic sequences, On the dynamical foundation of multifractality, Effects of controlling parameter on symbolic nonlinear complexity detection, EEG PATTERN OF NORMAL AND EPILEPTIC RATS: MONOFRACTAL OR MULTIFRACTAL?
Cites Work
- Testing for nonlinearity in time series: the method of surrogate data
- Surrogate time series.
- A stochastic model of human gait dynamics
- ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
- Ten Lectures on Wavelets
- THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS
- Nonlinear dynamics in cardiovascular diseases
- Nonlinear control of heart rate variability in human infants.
- Fractional Brownian Motions, Fractional Noises and Applications
- Detecting long-range correlations with detrended fluctuation analysis