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

D. G. PEREZ; L. ZUNINO; M. T. MARTIN; M, GARAVAGLIA; A. PLASTINO; O. A. ROSSO

PHYSICS LETTERS A

Elsevier

Año: 2007 vol. 364 p. 259 - 266

0375-9601

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.