PMID:18233821
| Citation |
Rosso, OA, Zunino, L, Pérez, DG, Figliola, A, Larrondo, HA, Garavaglia, M, Martín, MT and Plastino, A (2007) Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach. Phys Rev E Stat Nonlin Soft Matter Phys 76:061114 |
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| Abstract |
By recourse to appropriate information theory quantifiers (normalized Shannon entropy and Martín-Plastino-Rosso intensive statistical complexity measure), we revisit the characterization of Gaussian self-similar stochastic processes from a Bandt-Pompe viewpoint. We show that the ensuing approach exhibits considerable advantages with respect to other treatments. In particular, clear quantifiers gaps are found in the transition between the continuous processes and their associated noises. |
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