Kitt, Robert; Kalda, Jaan - In: Physica A: Statistical Mechanics and its Applications 345 (2005) 3, pp. 622-634
Properties of low-variability periods in the time series are analysed. The theoretical approach is used to show the relationship between the multi-scaling of low-variability periods and multi-affinity of the time series. It is shown that this technically simple method is capable of revealing...