Long-range dependencies in heart rate signals—revisited
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DOI: 10.1016/j.physa.2006.02.038
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References listed on IDEAS
- Bacry, E. & Delour, J. & Muzy, J.F., 2001. "Modelling financial time series using multifractal random walks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 84-92.
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- Schertzer, D. & Lovejoy, S., 1992. "Hard and soft multifractal processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 185(1), pages 187-194.
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Cited by:
- Degli Esposti, M. & Farinelli, C. & Menconi, G., 2009. "Sequence distance via parsing complexity: Heartbeat signals," Chaos, Solitons & Fractals, Elsevier, vol. 39(3), pages 991-999.
- Makowiec, Danuta & Dudkowska, Aleksandra & Gała̧ska, Rafał & Rynkiewicz, Andrzej, 2009. "Multifractal estimates of monofractality in RR-heart series in power spectrum ranges," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(17), pages 3486-3502.
- Jiang, Chenguang & Shang, Pengjian & Shi, Wenbin, 2016. "Multiscale multifractal time irreversibility analysis of stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 492-507.
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Keywords
Time series; Multifractality; Scaling functions; Cardiac interbeat interval; Cardiac control; Circadian influence;All these keywords.
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