Nigmatullin, Raoul R.; Moroz, Adam; Smith, Geoff - In: Physica A: Statistical Mechanics and its Applications 352 (2005) 2, pp. 379-396
The generalized mean value (GMV) function, defined as GN(p)=(ΔN(p))1/p(where ΔN(p) is the absolute value of the moment of the pth order), was used here to differentiate between statistically close random sequences or those sequences containing large numbers of measured points (N⪢1). The...
