Permutation entropy of fractional Brownian motion and fractional Gaussian noise

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

Volumn 372, Issue 27-28, 2008, Pages 4768-4774

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

^a CENTRO DE INVESTIGACIONES OPTICAS   (Argentina)

^b UNIVERSIDAD NACIONAL DE LA PLATA   (Argentina)

^c FACULTAD DE CIENCIAS EXACTAS   (Argentina)

^d PONTIFICIA UNIVERSIDAD CATÓLICA DE VALPARAÍSO   (Chile)

^e UNIVERSITY OF NEWCASTLE   (Australia)

^f INSTITUTO DE CÁLCULO   (Argentina)

Author keywords

Fractional Brownian motion; Fractional Gaussian noise; Permutation entropy

Indexed keywords

BROWNIAN MOVEMENT; ENTROPY; GAUSSIAN DISTRIBUTION;

FRACTIONAL BROWNIAN MOTION; FRACTIONAL GAUSSIAN NOISE; NUMERICAL RESULTS; PERMUTATION ENTROPY; RELATIVE FREQUENCIES;

GAUSSIAN NOISE (ELECTRONIC);

EID: 49649105312     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2008.05.026     Document Type: Article

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