Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach

O.A.ROSSO; L.ZUNINO; D.G.PEREZ; A.FIGLIOLA; L.LARRONDO; M.T.MARTIN; A.PLASTINO

PHYSICAL REVIEW E - STATISTICAL PHYSICS, PLASMAS, FLUIDS AND RELATED INTERDISCIPLINARY TOPICS

Año: 2007 p. 61114 - 61120

1063-651X

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., 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.