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

DOI10.1016/j.physleta.2006.12.012zbMath1203.94020OpenAlexW1991893785MaRDI QIDQ620816

Sumit K. Garg

Publication date: 20 January 2011

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2006.12.012

zbMATH Keywords

fractional Brownian motionwavelet analysisfractional Gaussian noiseself-similar Gaussian stochastic processeswavelet \(q\)-entropywavelet \(q\)-statistical complexity

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stochastic processes (60G99) Application of orthogonal and other special functions (94A11)

Related Items

Tsallis entropy of fuzzy dynamical systems ⋮ Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies ⋮ Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method ⋮ Computational applications of nonextensive statistical mechanics

Uses Software

• longmemo

Cites Work

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