Pérez, D.G.; Zunino, L.; Garavaglia, M.; Rosso, O.A. - In: Physica A: Statistical Mechanics and its Applications 365 (2006) 2, pp. 282-288
We study the functional link between the Hurst parameter and the normalized total wavelet entropy when analyzing fractional Brownian motion (fBm) time series—these series are synthetically generated. Both quantifiers are mainly used to identify fractional Brownian motion processes [L. Zunino,...
