After filtering out the α and β peaks in the power spectrum of the human brain electroencephalogram signals Y(t′), the probability distribution of the variation ΔY(t′)≡Y(t′+Δt)-Y(t′) exhibits a dynamic scaling behavior. The auto-correlation functions, persistence probabilities and...

We discuss application of dissimilarity measures technique to the classification of time series obtained in experimental measurements, and use it to analyze multi-channel magnetoencephalography data (MEG). Dissimilarity measures for the 1/f component of MEG data allow to distinguish signals...

This paper addresses the efficiency of the maximum likelihood (ML) method in jointly estimating the fractional integration parameters ds and d, respectively associated with seasonal and non-seasonal long-memory components in discrete stochastic processes. The influence of the size of...

This study aims to enhance the understanding of logarithmic asset returns. In particular, more emphasis is given to the long memory property of financial returns, a well documented stylized fact. However, in the presence of structural breaks other studies suggest that statistical tools such as...

This study introduces an approach to study the multiscale transmission characteristics of the correlation modes between bivariate time series. The correlation between the bivariate time series fluctuates over time. The transmission among the correlation modes exhibits a multiscale phenomenon,...