Fractal analyses for `short' time series: A re-assessment of classical methods
From MaRDI portal
Publication:867994
DOI10.1016/j.jmp.2006.07.004zbMath1105.62085WikidataQ98839669 ScholiaQ98839669MaRDI QIDQ867994
Sofiane Ramdani, Grégory Ninot, Loïc Lemoine, Kjerstin Torre, Marina Fortes, Didier Delignieres
Publication date: 19 February 2007
Published in: Journal of Mathematical Psychology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmp.2006.07.004
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
37M10: Time series analysis of dynamical systems
28A80: Fractals
Related Items
Probabilistic analysis of recurrence plots generated by fractional Gaussian noise, Wavelet Fisher's information measure of \(1/f^\alpha\) signals, Wavelet \(q\)-Fisher information for scaling signal analysis, Machine learning techniques applied to the determination of osteoporosis incidence in post-menopausal women, Unraveling the finding of \(1/f ^{\beta }\) noise in self-paced and synchronized tapping: a unifying mechanistic model, Correlation properties of (discrete) fractional Gaussian noise and fractional Brownian motion, Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies, Variance-mediated multifractal analysis of group participation in chasing a single dangerous prey, Biases in the simulation and analysis of fractal processes, The influence of power law distributions on long-range trial dependency of response times, THE ROBUST FRACTAL ANALYSIS OF TIME SERIES: CONCERNING SIGNAL CLASS AND DATA LENGTH
Cites Work
- Unnamed Item
- Fractal modeling of human isochronous serial interval production
- A comparsion of estimators for \(1/f\) noise
- Tests for Hurst effect
- Maximum likelihood estimation of the parameters of discrete fractionally differenced Gaussian noise process
- Fractional Brownian Motions, Fractional Noises and Applications
