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publications

(29)   

• A stochastic response evaluation method for arbitrary acoustic systems based on an equivalence transformation toward a standard Gamma type probability expression
  Mitsuo Ohta and Hitoshi Ogawa Signal Processing67(3):359--364Jun1998.
  to Power fluctuation by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Estimation of Hurst exponent revisited
  J. Mielniczuk and P. Wojdyllo Computational Statistics \& Data Analysis51(9):4510--4525May2007.
  to fluctuation estimator analysis Detrended (DFA) by smicha and 1 other person on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• Non-equilibrium thermodynamics and fluctuations
  R. van Zon and E. G. D. Cohen Physica A: Statistical Mechanics and its Applications340(1-3):66--75Sep2004.
  to theorems Fluctuation by smicha on Apr 22, 2008, 10:36 AM
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• Intensity approximation of random fluctuation in complex systems
  R. M. Yulmetyev and F. M. Gafarov and D. G. Yulmetyeva and N. A. Emeljanova Physica A: Statistical Mechanics and its Applications303(3-4):427--438Jan2002.
  to Intensity fluctuation by smicha on Apr 22, 2008, 10:36 AM
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• Non-classical oscillator model for persistent fluctuations in stock markets
  C. Ye and J. P. Huang Physica A: Statistical Mechanics and its Applications387(5-6):1255--1263Feb2008.
  to Fluctuation by smicha on Apr 22, 2008, 10:36 AM
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• Anomalous diffusion of a particle in an aging medium
  No"elle Pottier and Alain Mauger Physica A: Statistical Mechanics and its ApplicationsFeb2004.
  to Fluctuation phenomena by smicha on Apr 22, 2008, 10:36 AM
  URL | BibTeX 
• Analytic study of the effect of persistence on a one-dimensional biased random walk
  No"elle Pottier Physica A: Statistical and Theoretical Physics230(3-4):563--576Sep1996.
  to Fluctuation phenomena by smicha on Apr 22, 2008, 10:36 AM
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• Aging properties of an anomalously diffusing particule
  No"elle Pottier Physica A: Statistical Mechanics and its Applications317(3-4):371--382Jan2003.
  to Fluctuation phenomena by smicha on Apr 22, 2008, 10:36 AM
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• Out of equilibrium generalized Stokes-Einstein relation: determination of the effective temperature of an aging medium
  No"elle Pottier Physica A: Statistical Mechanics and its Applications345(3-4):472--484Jan2005.
  to phenomena Fluctuation by smicha on Apr 22, 2008, 10:36 AM
  URL | BibTeX 
• Minimizing the effect of trends on detrended fluctuation analysis of long-range correlated noise
  Radhakrishnan Nagarajan and Rajesh G. Kavasseri Physica A: Statistical Mechanics and its ApplicationsAug2005.
  to Detrended fluctuation analysis by smicha on Apr 22, 2008, 10:36 AM
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• Effect of coarse-graining on detrended fluctuation analysis
  Radhakrishnan Nagarajan Physica A: Statistical Mechanics and its Applications363(2):226--236May2006.
  to Detrended analysis fluctuation by smicha on Apr 22, 2008, 10:36 AM
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• Reliable scaling exponent estimation of long-range correlated noise in the presence of random spikes
  Radhakrishnan Nagarajan Physica A: Statistical Mechanics and its ApplicationsJul2006.
  to analysis fluctuation Detrended by smicha on Apr 22, 2008, 10:36 AM
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• Is non-Gaussianity sufficient to produce long-range volatile correlations?
  Radhakrishnan Nagarajan Physica A: Statistical Mechanics and its Applications370(2):355--363Oct2006.
  to analysis Detrended fluctuation by smicha on Apr 22, 2008, 10:36 AM
  URL | BibTeX 
• Surrogate analysis of volatility series from long-range correlated noise
  Radhakrishnan Nagarajan Physica A: Statistical Mechanics and its Applications374(1):281--288Jan2007.
  to fluctuation Detrended analysis by smicha on Apr 22, 2008, 10:36 AM
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• Blocks adjustment--reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation
  Sebastian Michalski Physica A: Statistical Mechanics and its Applications387(1):217--242Jan2008.
  to fluctuation detrended analysis by smicha on Apr 22, 2008, 10:36 AM
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• Interacting Brownian particles in a two dimensional periodic potential
  M. Mazroui and Y. Boughaleb Physica A: Statistical and Theoretical Physics227(1-2):93--107May1996.
  to phenomena Fluctuation by smicha on Apr 22, 2008, 10:36 AM
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• Volatilities, traded volumes, and the hypothesis of price increments in derivative securities
  Gyuchang Lim and SooYong Kim and Enrico Scalas and Kyungsik Kim Physica A: Statistical Mechanics and its Applications382(2):577--585Aug2007.
  to Detrended fluctuation analysis by smicha on Apr 22, 2008, 10:36 AM
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• Multifractal detrended fluctuation analysis of derivative and spot markets
  Gyuchang Lim and SooYong Kim and Hyoung Lee and Kyungsik Kim and Dong-In Lee Physica A: Statistical Mechanics and its Applications386(1):259--266Dec2007.
  to detrended fluctuation analysis Multifractal by smicha on Apr 22, 2008, 10:36 AM
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• Density fluctuations in the nuclear reaction-diffusion system and the oscillations inside stars
  Du Jiulin Physica A: Statistical Mechanics and its Applications318(3-4):334--340Feb2003.
  to fluctuation Density by smicha on Apr 22, 2008, 10:36 AM
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• Time series analysis of leg movements during freezing of gait in Parkinson's disease: akinesia, rhyme or reason?
  Jeffrey M. Hausdorff and Y. Balash and Nir Giladi Physica A: Statistical Mechanics and its Applications321(3-4):565--570Apr2003.
  to analysis fluctuation Detrended by smicha on Apr 22, 2008, 10:36 AM
  URL | BibTeX