Self-affine time series: Measures of weak and strong persistence.

DOI10.1016/S0378-3758(98)00249-3zbMath1045.62529OpenAlexW1996830571WikidataQ57632222 ScholiaQ57632222MaRDI QIDQ1304360

Bruce D. Malamud, Donald L. Turcotte

Publication date: 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00249-3

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractals (28A80)

Related Items (20)

Generalized wavelet Fisher's information of \(1 / f^\alpha\) signals ⋮ Persistence in complex systems ⋮ Weak Solutions to a Nonuniformly Elliptic PDE System in the Harmonic Regime ⋮ OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES ⋮ Wavelet Fisher's information measure of \(1/f^\alpha\) signals ⋮ Wavelet \(q\)-Fisher information for scaling signal analysis ⋮ Detrended fluctuation analysis of the Ornstein-Uhlenbeck process: Stationarity versus nonstationarity ⋮ Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies ⋮ Unnamed Item ⋮ Using three methods to investigate time-scaling properties in air pollution indexes time series ⋮ SCALING ANALYSIS AND EVOLUTION EQUATION OF THE NORTH ATLANTIC OSCILLATION INDEX FLUCTUATIONS ⋮ Assessing local turbulence strength from a time series ⋮ Multifractal detrended fluctuation analysis of nonstationary time series ⋮ Multifractal characteristics of palmprint and its extracted algorithm ⋮ A modified multifractal detrended fluctuation analysis (MFDFA) approach for multifractal analysis of precipitation ⋮ MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS ⋮ Self-affine time series: Measures of weak and strong persistence. ⋮ Using the Wavelet Transform for Time Series Analysis ⋮ A case study of stratus cloud base height multifractal fluctuations ⋮ Estimating long-range dependence: Finite sample properties and confidence intervals

Uses Software

• longmemo
• sapa

Cites Work

• Run length statistics and the Hurst exponent in random and birth-death random walks.
• Finite correlation dimension for stochastic systems with power-law spectra
• Self-affine time series: Measures of weak and strong persistence.
• Spectral Analysis for Physical Applications
• Decomposition of Hardy Functions into Square Integrable Wavelets of Constant Shape
• Orthonormal bases of compactly supported wavelets
• 1/f NOISE IN A TRAFFIC MODEL
• Self-Affine Fractals and Fractal Dimension
• Fractional Brownian Motions, Fractional Noises and Applications
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