TY - JOUR
T1 - Model-free stochastic processes studied with q-wavelet-based informational tools
AU - Pérez, D. G.
AU - Zunino, L.
AU - Martín, M. T.
AU - Garavaglia, M.
AU - Plastino, A.
AU - Rosso, O. A.
N1 - Funding Information:
This work was supported by Comisión Nacional de Investigación Científica y Tecnológica (CONICYT, FONDECYT project No. 11060512, Chile), partially by Pontificia Universidad Católica de Valparaíso (PUCV, Project No. 123.786/2006, Chile) and Consejo Nacional de Investigaciones Científicas y Técnicas (CONICET, PIP 0029/98; 5687/05 and 6036/05, Argentina).
PY - 2007/4/30
Y1 - 2007/4/30
N2 - We undertake a model-free investigation of stochastic processes employing q-wavelet based quantifiers, that constitute a generalization of their Shannon counterparts. It is shown that (i) interesting physical information becomes accessible in such a way, (ii) for special q values the quantifiers are more sensitive than the Shannon ones and (iii) there exist an implicit relationship between the Hurst parameter H and q within this wavelet framework.
AB - We undertake a model-free investigation of stochastic processes employing q-wavelet based quantifiers, that constitute a generalization of their Shannon counterparts. It is shown that (i) interesting physical information becomes accessible in such a way, (ii) for special q values the quantifiers are more sensitive than the Shannon ones and (iii) there exist an implicit relationship between the Hurst parameter H and q within this wavelet framework.
KW - Fractional Brownian motion
KW - Fractional Gaussian noise
KW - Self-similar Gaussian stochastic processes
KW - Wavelet analysis
KW - Wavelet q-entropy
KW - Wavelet q-statistical complexity
UR - http://www.scopus.com/inward/record.url?scp=33947146028&partnerID=8YFLogxK
U2 - 10.1016/j.physleta.2006.12.012
DO - 10.1016/j.physleta.2006.12.012
M3 - Article
AN - SCOPUS:33947146028
SN - 0375-9601
VL - 364
SP - 259
EP - 266
JO - Physics Letters, Section A: General, Atomic and Solid State Physics
JF - Physics Letters, Section A: General, Atomic and Solid State Physics
IS - 3-4
ER -