메뉴 건너뛰기




Volumn 61, Issue 5, 2000, Pages 4991-5001

Integrated approach to the assessment of long range correlation in time series data

Author keywords

[No Author keywords available]

Indexed keywords

INTEGRATED CONTROL; RANDOM PROCESSES; STOCHASTIC SYSTEMS; TIME SERIES;

EID: 5244230264     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.61.4991     Document Type: Article
Times cited : (196)

References (25)
  • 9
    • 0000960896 scopus 로고    scopus 로고
    • See the references cited in this paper for many other examples of long range correlated processes
    • Y. Chen, M. Ding, and J.A. Scott Kelso, Phys. Rev. Lett. 79, 4501 (1997). See the references cited in this paper for many other examples of long range correlated processes.
    • (1997) Phys. Rev. Lett. , vol.79 , pp. 4501
    • Chen, Y.1    Ding, M.2    Scott Kelso, J.A.3
  • 16
    • 84953751498 scopus 로고
    • Cambridge University Press, New York
    • A. Zygmund, Trigonometric Series (Cambridge University Press, New York, 1979).
    • (1979) Trigonometric Series
    • Zygmund, A.1
  • 18
    • 85036335512 scopus 로고    scopus 로고
    • We comment that consistency here is defined in a rather loose fashion. In the future we will use more rigorous statistical criteria to provide the basis for evaluating whether the estimates from the two methods are consistent with Eq. (14)
    • We comment that consistency here is defined in a rather loose fashion. In the future we will use more rigorous statistical criteria to provide the basis for evaluating whether the estimates from the two methods are consistent with Eq. (14).


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.