INVESTIGADORES
ROSSO Osvaldo Anibal
artículos
Título:
Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach
Autor/es:
O. A. ROSSO; L. ZUNINO; D. G. PEREZ; A. FIGLIOLA; H. A. LARRONDO; M. GARAVAGLIA; M. T. MARTIN; A. PLASTINO
Revista:
PHYSICAL REVIEW E - STATISTICAL PHYSICS, PLASMAS, FLUIDS AND RELATED INTERDISCIPLINARY TOPICS
Editorial:
The American Physical Society
Referencias:
Año: 2007 vol. 76 p. 1 - 6
ISSN:
1063-651X
Resumen:
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.
