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Asymptotic distribution of time-series intermittency estimates: applications to economic and clinical data

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  • Bickel, David R.
  • Lai, Dejian

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  • Bickel, David R. & Lai, Dejian, 2001. "Asymptotic distribution of time-series intermittency estimates: applications to economic and clinical data," Computational Statistics & Data Analysis, Elsevier, vol. 37(4), pages 419-431, October.
    • Handle: RePEc:eee:csdana:v:37:y:2001:i:4:p:419-431
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    References listed on IDEAS

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    1. Havlin, S & Amaral, L.A.N & Ashkenazy, Y & Goldberger, A.L & Ivanov, P.Ch & Peng, C.-K & Stanley, H.E, 1999. "Application of statistical physics to heartbeat diagnosis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 274(1), pages 99-110.
    2. Bickel, David R., 1999. "Estimating the intermittency of point processes with applications to human activity and viral DNA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 265(3), pages 634-648.
    3. Plamen Ch. Ivanov & Luís A. Nunes Amaral & Ary L. Goldberger & Shlomo Havlin & Michael G. Rosenblum & Zbigniew R. Struzik & H. Eugene Stanley, 1999. "Multifractality in human heartbeat dynamics," Nature, Nature, vol. 399(6735), pages 461-465, June.
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