Extracting the scaling exponents of a self-affine, non-Gaussian process from a finite-length time series

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 74, Issue 5, 2006, Pages

  Kiyani, K ^a   Chapman, S C ^a   Hnat, B ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; PARAMETER ESTIMATION; TIME SERIES ANALYSIS;

FINITE-LENGTH TIME SERIES; NON-GAUSSIAN PROCESS; SCALING EXPONENTS;

STATISTICAL MECHANICS;

EID: 33751501927     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.74.051122     Document Type: Article

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