Estimating \(1/f^{\alpha}\) scaling exponents from short time-series

DOI10.1016/S0167-2789(02)00429-3zbMath0991.62068OpenAlexW2090933963WikidataQ112817433 ScholiaQ112817433MaRDI QIDQ1599046

Octavio Miramontes, Pejman Rohani

Publication date: 4 June 2002

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-2789(02)00429-3

zbMATH Keywords

coloured noisemultiple segmenting methodnoise parameter estimationpseudo-replicate generation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Related Items (2)

On \(1/f\) noise ⋮ Predictions of Taylor's power law, density dependence and pink noise from a neutrally modeled time series

Uses Software

• Sprott's Software

Cites Work

• Fundamental limitations for estimating dimensions and Lyapunov exponents in dynamical systems
• A comparsion of estimators for \(1/f\) noise
• Self-organized criticality

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