Wavelet-Tsallis Entropy Detection and Location of Mean Level-Shifts in Long-Memory fGn Signals
Long-memory processes, in particular fractional Gaussian noise processes, have been applied as models for many phenomena occurring in nature. Non-stationarities, such as trends, mean level-shifts, etc., impact the accuracy of long-memory parameter estimators, giving rise to biases and misinterpretat...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2015-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/17/12/7856 |