93 citations · 258 across the 10 of their papers we have counts for
4 papers · 1 filter
Medium and Small Scale Analysis of Financial Data
Andreas P. Nawroth, Joachim Peinke
A stochastic analysis of financial data is presented. In particular we investigate how the statistics of log returns change with different time delays . The scale dependent beha…
Multiscale reconstruction of time series
A. P. Nawroth, J. Peinke
A new method is proposed which allows a reconstruction of time series based on higher order multiscale statistics given by a hierarchical process. This method is able to model the…
On the proper reconstruction of complex dynamical systems spoilt by strong measurement noise
Frank Boettcher, Joachim Peinke, David Kleinhans +3
This article reports on a new approach to properly analyze time series of dynamical systems which are spoilt by the simultaneous presence of dynamical noise and measurement noise.…
Statistical Properties of the Interbeat Interval Cascade in Human Subjects
Fatemeh Ghasemi, J. Peinke, M. Reza Rahimi Tabar +1
Statistical properties of interbeat intervals cascade are evaluated by considering the joint probability distribution for two interbeat increments and…