Model-free stochastic processes studied with q-wavelet-based informational tools

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 364, Issue 3-4, 2007, Pages 259-266

  Perez D G ^a   Zunino, L ^b,c,d   Martin M T ^d   Garavaglia, M ^b,d   Plastino, A ^d   Rosso, O A ^e  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE VALPARAÍSO   (Chile)

^b CENTRO DE INVESTIGACIONES OPTICAS   (Argentina)

^c UNIVERSIDAD NACIONAL DE LA PLATA   (Argentina)

^d FACULTAD DE CIENCIAS EXACTAS   (Argentina)

^e INSTITUTO DE CÁLCULO   (Argentina)

Author keywords

Fractional Brownian motion; Fractional Gaussian noise; Self similar Gaussian stochastic processes; Wavelet analysis; Wavelet q entropy; Wavelet q statistical complexity

Indexed keywords

GAUSSIAN NOISE (ELECTRONIC); RANDOM PROCESSES; STOCHASTIC SYSTEMS; WAVELET ANALYSIS;

FRACTIONAL BROWNIAN MOTION; FRACTIONAL GAUSSIAN NOISE; GAUSSIAN STOCHASTIC PROCESS; Q-ENTROPIES; STATISTICAL COMPLEXITY;

STOCHASTIC MODELS;

EID: 33947146028     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2006.12.012     Document Type: Article

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