Missing ordinal patterns in correlated noises

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 10, 2010, Pages 2020-2029

  Carpi, Laura C ^a   Saco, Patricia M ^a   Rosso, O A ^b,c  

^a UNIVERSITY OF NEWCASTLE   (Australia)

^b FEDERAL UNIVERSITY OF MINAS GERAIS   (Brazil)

^c INSTITUTO DE CÁLCULO   (Argentina)

Author keywords

Fluctuation phenomena; Noise; Noise and Brownian motion; Random processes; Time series analysis

Indexed keywords

BROWNIAN MOVEMENT; DECAY (ORGANIC); GAUSSIAN NOISE (ELECTRONIC); RANDOM PROCESSES; STOCHASTIC SYSTEMS; TIME AND MOTION STUDY; WHITE NOISE;

CORRELATION STRUCTURE; FLUCTUATION PHENOMENA; FRACTIONAL BROWNIAN MOTION; FRACTIONAL GAUSSIAN NOISE; NOISE; ONE DIMENSIONAL MAP; STOCHASTIC BEHAVIOR; WHITE GAUSSIAN NOISE;

TIME SERIES ANALYSIS;

EID: 77649276052     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.01.030     Document Type: Article

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