Pseudononstationarity in the scaling exponents of finite-interval time series

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

Volumn 79, Issue 3, 2009, Pages

  Kiyani, K H ^a   Chapman, S C ^a   Watkins, N W ^b  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b BRITISH ANTARCTIC SURVEY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ACCURATE ESTIMATIONS; HEAVY-TAILED; INTERVAL TIME SERIES; LIMITING BEHAVIORS; NATURAL SYSTEMS; NON-STATIONARITY; OBSERVATIONAL STUDIES; SCALE INVARIANTS; SCALING EXPONENTS; SECOND-ORDER MOMENTS; SEMI-EMPIRICAL; STATIONARY STOCHASTIC PROCESS; STATISTICAL ESTIMATORS; STOCHASTIC PROCESS; TIME VARIATIONS;

RANDOM PROCESSES; SCALING LAWS; STOCHASTIC MODELS;

TIME SERIES;

EID: 64549109753     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.79.036109     Document Type: Article

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