Definition of distance for marked point process data and its application to recurrence plot-based analysis of exchange tick data of foreign currencies

International Journal of Bifurcation and Chaos

Volumn 20, Issue 11, 2010, Pages 3699-3708

  Suzuki, Satoshi ^a   Hirata, Yoshito ^b   Aihara, Kazuyuki ^b  

^a UNIVERSITY OF TOKYO   (Japan)

^b INSTITUTE OF INDUSTRIAL SCIENCE   (Japan)

Author keywords

marked point processes; random shuffle surrogate; Recurrence plots; time series analysis

Indexed keywords

ECONOMICS; SPEECH PROCESSING;

FOREIGN CURRENCY; FOREIGN EXCHANGE; MARKED POINT PROCESS; NON-STATIONARY TIME SERIES; RANDOM SHUFFLE SURROGATE; RECURRENCE PLOT; SERIAL DEPENDENCE; SURROGATE METHODS;

TIME SERIES ANALYSIS;

IXODIDA;

EID: 78651557043     PISSN: 02181274     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218127410027970     Document Type: Article

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