相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。Agent based reasoning for the non-linear stochastic models of long-range memory
A. Kononovicius et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2012)
1/fα noise is equivalent to an eigenstructure power relation
S. Erland et al.
EPL (2011)
A comprehensive classification of complex statistical systems and an axiomatic derivation of their entropy and distribution functions
R. Hanel et al.
EPL (2011)
Generalized statistical mechanics for superstatistical systems
Christian Beck
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES (2011)
Generalized entropies and the transformation group of superstatistics
Rudolf Hanel et al.
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA (2011)
On q-Gaussians and exchangeability
Marjorie G. Hahn et al.
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2010)
The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect
Stanislaw Drozdz et al.
NEW JOURNAL OF PHYSICS (2010)
A long-range memory stochastic model of the return in financial markets
V. Gontis et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2010)
Time evolution towards q-Gaussian stationary states through unified Ito-Stratonovich stochastic equation
B. Coutinho dos Santos et al.
PHYSICAL REVIEW E (2010)
1/f noise from nonlinear stochastic differential equations
J. Ruseckas et al.
PHYSICAL REVIEW E (2010)
Analysis of Italian seismicity by using a nonextensive approach
Luciano Telesca
TECTONOPHYSICS (2010)
Modeling long-memory processes by stochastic difference equations and superstatistical approach
B. Kaulakys et al.
BRAZILIAN JOURNAL OF PHYSICS (2009)
Nonadditive entropy and nonextensive statistical mechanics - An overview after 20 years
Constantino Tsallis
BRAZILIAN JOURNAL OF PHYSICS (2009)
q-distributions in complex systems: a brief review
S. Picoli et al.
BRAZILIAN JOURNAL OF PHYSICS (2009)
Modeling scaled processes and 1/fβ noise using nonlinear stochastic differential equations
B. Kaulakys et al.
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2009)
Stochastic Langevin equations: Markovian and non-Markovian dynamics
R. L. S. Farias et al.
PHYSICAL REVIEW E (2009)
Superstatistics, thermodynamics, and fluctuations
Sumiyoshi Abe et al.
PHYSICAL REVIEW E (2007)
Statistics of three-dimensional Lagrangian turbulence
Christian Beck
PHYSICAL REVIEW LETTERS (2007)
A nonextensive approach to the dynamics of financial observables
S. M. D. Queiros et al.
EUROPEAN PHYSICAL JOURNAL B (2007)
Why q-expectation values must be used in nonextensive statistical mechanics
Sumiyoshi Abe
ASTROPHYSICS AND SPACE SCIENCE (2006)
Stretched exponentials from superstatistics
C Beck
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2006)
Nonlinear stochastic models of 1/f noise and power-law distributions
B Kaulakys et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2006)
On statistical properties of traded volume in financial markets
J de Souza et al.
EUROPEAN PHYSICAL JOURNAL B (2006)
On the connection between financial processes with stochastic volatility and nonextensive statistical mechanics
SMD Queirós et al.
EUROPEAN PHYSICAL JOURNAL B (2005)
From time series to superstatistics
C Beck et al.
PHYSICAL REVIEW E (2005)
On the emergence of a generalised Gamma distribution.: Application to traded volume in financial markets
SMD Queirós
EUROPHYSICS LETTERS (2005)
Point process model of 1/f noise vs a sum of Lorentzians -: art. no. 051105
B Kaulakys et al.
PHYSICAL REVIEW E (2005)
Bridging a paradigmatic financial model and nonextensive entropy
SMD Queirós et al.
EUROPHYSICS LETTERS (2005)
Nonextensive statistical mechanics: A brief introduction
C Tsallis et al.
CONTINUUM MECHANICS AND THERMODYNAMICS (2004)
Stochastic nonlinear differential equation generating 1/f noise -: art. no. 020101
B Kaulakys et al.
PHYSICAL REVIEW E (2004)
On the connection between ARCH time series and non-extensive statistical mechanics
SMD Queirós
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2004)
Multiplicative point process as a model of trading activity
V Gontis et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2004)
Multiplicative noise: A mechanism leading to nonextensive statistical mechanics
C Anteneodo et al.
JOURNAL OF MATHEMATICAL PHYSICS (2003)
Dynamical model and nonextensive statistical mechanics of a market index on large time windows
M Ausloos et al.
PHYSICAL REVIEW E (2003)
Nonextensive statistical mechanics and economics
C Tsallis et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2003)
A theory of power-law distributions in financial market fluctuations
X Gabaix et al.
NATURE (2003)
Superstatistics
C Beck et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2003)
Low-frequency noise study in electron devices: review and update
H Wong
MICROELECTRONICS RELIABILITY (2003)
Constructing a statistical mechanics for Beck-Cohen superstatistics
C Tsallis et al.
PHYSICAL REVIEW E (2003)
Sensitivity to initial conditions at bifurcations in one-dimensional nonlinear maps: Rigorous nonextensive solutions
F Baldovin et al.
EUROPHYSICS LETTERS (2002)
Option pricing formulas based on a non-Gaussian stock price model
L Borland
PHYSICAL REVIEW LETTERS (2002)
Multiparameter generalization of nonextensive statistical mechanics
F Sattin et al.
PHYSICAL REVIEW E (2002)
Non-Gaussian equilibrium in a long-range Hamiltonian system
V Latora et al.
PHYSICAL REVIEW E (2001)
Dynamical foundations of nonextensive statistical mechanics
C Beck
PHYSICAL REVIEW LETTERS (2001)
Measuring nonextensitivity parameters in a turbulent Couette-Taylor flow
C Beck et al.
PHYSICAL REVIEW E (2001)
Models for generation 1/f noise
B Kaulakys et al.
MICROELECTRONICS RELIABILITY (2000)
On the intrinsic origin of 1/f noise
B Kaulakys
MICROELECTRONICS RELIABILITY (2000)
Langevin equations with multiplicative noise: Resolution of time discretization ambiguities for equilibrium systems
P Arnold
PHYSICAL REVIEW E (2000)
Interpretation of the nonextensivity parameter q in some applications of Tsallis statistics and Levy distributions
G Wilk et al.
PHYSICAL REVIEW LETTERS (2000)
分享论文
