Journal
PHYSICAL REVIEW E
Volume 76, Issue 6, Pages -Publisher
AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.76.061114
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By recourse to appropriate information theory quantifiers (normalized Shannon entropy and Martin-Plastino-Rosso intensive statistical complexity measure), we revisit the characterization of Gaussian self-similar stochastic processes from a Bandt-Pompe viewpoint. We show that the ensuing approach exhibits considerable advantages with respect to other treatments. In particular, clear quantifiers gaps are found in the transition between the continuous processes and their associated noises.
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