Analysis of clusters formed by the moving average of a long-range correlated time series

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

Volumn 69, Issue 2 2, 2004, Pages

  Carbone, A ^a   Castelli, G ^a   Stanley, H E ^b  

^a POLITECNICO DI TORINO   (Italy)

^b Boston University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; BROWNIAN MOVEMENT; COMPUTER SIMULATION; MATHEMATICAL OPERATORS; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

CLUSTERS; CORRELATED TIME SERIES; HURST EXPONENTS; POWER LAW;

CORRELATION METHODS;

BIOPHYSICS; CLUSTER ANALYSIS; PROCEDURES; STATISTICAL MODEL; STATISTICS; TIME;

BIOPHYSICS; CLUSTER ANALYSIS; MODELS, STATISTICAL; STOCHASTIC PROCESSES; TIME FACTORS;

EID: 37649030249     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.69.026105     Document Type: Article

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