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 -