Permutation entropy of fractional Brownian motion and fractional Gaussian noise
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Publication:716960
DOI10.1016/j.physleta.2008.05.026zbMath1221.60051OpenAlexW1994960853MaRDI QIDQ716960
Publication date: 27 September 2011
Published in: Physics Letters. A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physleta.2008.05.026
Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)
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Uses Software
Cites Work
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- Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm
- Bandt-Pompe approach to the classical-quantum transition
- Symbolic Analysis of High-Dimensional Time Series
- Order Patterns in Time Series
- Tests for Hurst effect
- Approximations to Multivariate Normal Orthant Probabilities
- Fractional Brownian motion approximation based on fractional integration of a white noise
