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Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools

L Zunino1, D G Pérez, M T Martín

  • 1Centro de Investigaciones Opticas, casilla de correo 124 Correo Central, 1900 La Plata, Argentina. lucianoz@ciop.unlp.edu.ar

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|March 16, 2007
PubMed
Summary

This study introduces wavelet-based information theory tools to analyze complex stochastic processes. These methods offer enhanced localization for characterizing fractional Brownian motion and fractional Gaussian noise.

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