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Volumn 66, Issue 3, 2002, Pages

Scaling detection in time series: Diffusion entropy analysis

Author keywords

[No Author keywords available]

Indexed keywords

BOLTZMANN DISTRIBUTIONS; DRIFT TERM; LOTKA-VOLTERRA MODELS; POWER-LAW DISTRIBUTIONS;

EID: 37649030733     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.66.036130     Document Type: Article
Times cited : (181)

References (27)
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    • N. Goldenfeld, Lectures on Phase Transitions and the Renormalization Group (Perseus, Reading, MA, 1985).
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    • 85036180051 scopus 로고    scopus 로고
    • A.I. Khinchin, Mathematical Foundations of Statistical Mechanics (Dover Publications, Inc., New York, 1949)
    • A.I. Khinchin, Mathematical Foundations of Statistical Mechanics (Dover Publications, Inc., New York, 1949).
  • 8
    • 85036339941 scopus 로고    scopus 로고
    • N. Scafetta, V. Latora, and P. Grigolini, Phys. Rev. E (to be published)
    • N. Scafetta, V. Latora, and P. Grigolini, Phys. Rev. E (to be published).
  • 9
    • 85036385474 scopus 로고    scopus 로고
    • N. Scafetta, V. Latora, and P. Grigolini, Phys. Lett. A (to be published)
    • N. Scafetta, V. Latora, and P. Grigolini, Phys. Lett. A (to be published).
  • 11
    • 85036251180 scopus 로고    scopus 로고
    • H.E. Hurst, R.P. Black, and Y.M. Simaika, LongTerm Storage: An Experimental Study (Constable, London, 1965)
    • H.E. Hurst, R.P. Black, and Y.M. Simaika, LongTerm Storage: An Experimental Study (Constable, London, 1965).
  • 12
    • 85036271122 scopus 로고    scopus 로고
    • D.B. Percival and A.T. Walden, Wavelet Methods for Time Series Analysis (Cambridge University Press, Cambridge, England, 2000)
    • D.B. Percival and A.T. Walden, Wavelet Methods for Time Series Analysis (Cambridge University Press, Cambridge, England, 2000).
  • 13
    • 85036145834 scopus 로고    scopus 로고
    • B.B. Mandelbrot, The Fractal Geometry of Nature (Freeman, New York, 1983)
    • B.B. Mandelbrot, The Fractal Geometry of Nature (Freeman, New York, 1983).
  • 14
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    • R. Kubo, M. Toda, and N. Hashitsume, Statistical Physics II (Springer-Verlag, Berlin, 1991)
    • R. Kubo, M. Toda, and N. Hashitsume, Statistical Physics II (Springer-Verlag, Berlin, 1991).
  • 19
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    • B.V. Gnedenko and A.N. Kolmogorov, Limit Distributions for Sum of Independent Random Variables (Addison-Wesley, Reading, MA, 1954)
    • B.V. Gnedenko and A.N. Kolmogorov, Limit Distributions for Sum of Independent Random Variables (Addison-Wesley, Reading, MA, 1954).
  • 25
    • 85036148985 scopus 로고    scopus 로고
    • J. Feders, Fractals (Plenum Publishers, New York, 1988)
    • J. Feders, Fractals (Plenum Publishers, New York, 1988).


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.