Effective temperature of self-similar time series: Analytical and numerical developments

Physica A: Statistical Mechanics and its Applications

Volumn 360, Issue 1, 2006, Pages 37-58

  Olemskoi, Alexander ^a   Kokhan, Sergei ^a  

^a SUMY STATE UNIVERSITY   (Ukraine)

Author keywords

Non extensive statistics; Simulations; Time series

Indexed keywords

COMPUTER SIMULATION; DEGREES OF FREEDOM (MECHANICS); FREE ENERGY; MATHEMATICAL MODELS; NUMERICAL METHODS; PROBABILITY DISTRIBUTIONS; STATISTICAL METHODS; THERMODYNAMIC PROPERTIES;

NON-EXTENSIVE STATISTICS; THERMODYNAMIC SYSTEMS; TIME SERIES;

TIME SERIES ANALYSIS;

EID: 27744581910     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.06.048     Document Type: Article

References (20)

1. G. Boffetta, M. Cencini, M. Falcioni, and A. Vulpiani Phys. Rep. 356 2002 367
2. P.J. Brockwell, and R.A. Davis Springer Texts in Statistics. Introduction to Time Series and Forecasting 1998 Springer New York
3. R.N. Mantegna, and H.E. Stanley An Introduction to Econophysics. Correlations and Complexity in Finance 2000 Cambridge University Press Cambridge
4. D. Sornette Critical Phenomena in Natural Sciences 2000 Springer Berlin, Heidelberg
5. C. Tsallis S. Abe Y. Okamoto Lecture Notes in Physics 2001 Springer Heidelberg
6. D.H. Zanette, and P.A. Alemany Phys. Rev. Lett. 75 1995 366
7. D.H. Zanette Braz. J. Phys. 29 1999 108
8. A.I. Olemskoi JETP Lett. 71 2000 285
9. A.I. Olemskoi Physica A 295 2001 409
10. B.B. Mandelbrot The Fractal Geometry of Nature 1983 Freeman New York
11. C. Beck, and F. Schlögl Thermodynamics of Chaotic Systems 1993 Cambridge University Press Cambridge
12. R. Badii, and A. Politi Complexity Hierarchical Structures and Scaling in Physics 1997 Cambridge University Press Cambridge
13. S. Anteneodo, cond-mat/0409035.
14. C. Tsallis, R.S. Mendes, and A.R. Plastino Physica A 261 1998 534
15. S. Abe, S. Martínez, F. Pennini, and A. Plastino Phys. Lett. A 281 2001 126
16. S. Martínez, F. Nicolás, F. Pennini, and A. Plastino Physica A 286 2000 489
17. M. Cencini, M. Falcioni, E. Olbrich, H. Kantz, and A. Vulpiani Phys. Rev. E 62 2000 427
18. S. Martínez, F. Pennini, and A. Plastino Phys. Lett. A 282 2001 263
19. L.D. Landau, and E.M. Lifshits Statistical Physics 1958 Pergamon Oxford
20. J. Feder Fractals 1988 Plenum Press New York