On new conditions for evaluate long-time scales in superstatistical time series

In this article, we introduce an additional condition for the criterion previously presented in order to extract the update time scale of the intensive parameter, β˜ in superstatistical time series. With these modifications, such criterion is capable of evaluating the actual long-time scale. In addition, the criterion permits a valuable way to verify whether the process under study is superstatistical or not.

MoreLess

Year of publication:	2007
Authors:	Duarte Queirós, Silvio M.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 385.2007, 1, p. 191-198
Publisher:	Elsevier
Subject:	Superstatistics \| Complex systems

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011062543