Scaling properties and entropy of long-range correlated time series

Physica A: Statistical Mechanics and its Applications

Volumn 384, Issue 1, 2007, Pages 21-24

  Carbone, Anna ^a   Stanley, H Eugene ^b  

^a POLITECNICO DI TORINO   (Italy)

^b Boston University   (United States)

Author keywords

Hurst exponent; Shannon entropy; Time series analysis

Indexed keywords

ENTROPY; PROBABILITY DENSITY FUNCTION; SCALING LAWS;

HURST EXPONENT; SHANNON ENTROPY;

TIME SERIES ANALYSIS;

EID: 34547902104     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.04.105     Document Type: Article

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