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

D. G. Pérez, L. Zunino, M. T. Martín, M. Garavaglia, A. Plastino, O. A. Rosso

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

20 Citas (Scopus)

Resumen

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.

Idioma originalInglés
Páginas (desde-hasta)259-266
Número de páginas8
PublicaciónPhysics Letters, Section A: General, Atomic and Solid State Physics
Volumen364
N.º3-4
DOI
EstadoPublicada - 30 abr. 2007

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