33 citations · 88 across the 6 of their papers we have counts for
6 papers
Phase Walk Analysis of Leptokurtic Time Series
Korbinian Schreiber, Heike I. Modest, Christoph Räth
The Fourier phase information play a key role for the quantified description of nonlinear data. We present a novel tool for time series analysis that identifies nonlinearities by s…
Linear and nonlinear market correlations: characterizing financial crises and portfolio optimization
Alexander Haluszczynski, Ingo Laut, Heike Modest +1
Pearson correlation and mutual information based complex networks of the day-to-day returns of US S&P500 stocks between 1985 and 2015 have been constructed in order to investigate…
Scale dependent non-Gaussianities in the CMB data identified with Minkowski Functionals and Scaling Indices
H. I. Modest, C. Räth, A. J. Banday +6
In order to test for non-Gaussianities with respect to scale-dependencies we use so-called surrogate maps, in which possible phase correlations of the Fourier phases of the origina…
Probing non-Gaussianities in the CMB on an incomplete sky using surrogates
G. Rossmanith, H. Modest, C. Räth +3
We demonstrate the feasibility to generate surrogates by Fourier-based methods for an incomplete data set. This is performed for the case of a CMB analysis, where astrophysical for…
Search for non-Gaussianities in the WMAP data with the Scaling Index Method
G. Rossmanith, H. Modest, C. Raeth +3
In the recent years, non-Gaussianity and statistical isotropy of the Cosmic Microwave Background (CMB) was investigated with various statistical measures, first and foremost by mea…
Scale-dependent non-Gaussianities in the WMAP data as identified by using surrogates and scaling indices
C. Raeth, A. J. Banday, G. Rossmanith +5
We present a model-independent investigation of the WMAP data with respect to scale- dependent non-Gaussianities (NGs) by employing the method of constrained randomization. For gen…