Transforming Gaussian correlations. Applications to generating long-range power-law correlated time series with arbitrary distribution

DOI10.1063/5.0013986zbMath1445.37056arXiv1909.01725OpenAlexW3081458388WikidataQ98886351 ScholiaQ98886351MaRDI QIDQ5129894

Ana V. Coronado, Pedro Carpena, Manuel Gómez-Extremera, Pedro A. Bernaola-Galván

Publication date: 2 November 2020

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.01725

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

Related Items (1)

Power-law Lévy processes, power-law vector random fields, and some extensions

Uses Software

• longmemo

Cites Work

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