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Model-free stochastic processes studied with \(q\)-wavelet-based informational tools - MaRDI portal

Model-free stochastic processes studied with \(q\)-wavelet-based informational tools (Q620816)

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scientific article; zbMATH DE number 5839148
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Model-free stochastic processes studied with \(q\)-wavelet-based informational tools
scientific article; zbMATH DE number 5839148

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    Model-free stochastic processes studied with \(q\)-wavelet-based informational tools (English)
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    20 January 2011
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    self-similar Gaussian stochastic processes
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    fractional Brownian motion
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    fractional Gaussian noise
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    wavelet analysis
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    wavelet \(q\)-entropy
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    wavelet \(q\)-statistical complexity
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