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- Wed Jan 12, 2011 16:02
- Forum: General Discussion
- Topic: Correlated stochastic processes analysis with RQA
- Replies: 1
- Views: 7342
Correlated stochastic processes analysis with RQA
Dear all, I am analyzing long-range correlated stochastic processes with RP and RQA. More specifically, I am trying to correlate the Hurst exponent associated to fBm numerical simulations with RQA quantifiers like determinism, L_{max} or entropy. My question is about the selection of the parameters ...