Analyzing exact fractal time series: Evaluating dispersional analysis and rescaled range methods

Physica A: Statistical Mechanics and its Applications

Volumn 246, Issue 3-4, 1997, Pages 609-632

  Caccia, David C ^a   Percival, Donald ^a   Cannon, Michael J ^a   Raymond, Gary ^a   Bassingthwaighte, James B ^a  

^a University of Washington   (United States)

Author keywords

Exact simulation; Fractals; Fractional Gaussian noise; Hurst coefficient

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; CORRELATION METHODS; FRACTALS; RANDOM PROCESSES; TIME SERIES ANALYSIS;

DISPERSIONAL ANALYSIS; FRACTIONAL GAUSSIAN NOISE (FGN); HURST COEFFICIENT; RESCALED RANGE ANALYSIS; SPECTRAL SYNTHESIS (SSM) METHOD; SUCCESSIVE RANDOM ADDITION (SRA) METHOD;

SPURIOUS SIGNAL NOISE;

EID: 0031333281     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(97)00363-4     Document Type: Article

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