Codifference can detect ergodicity breaking and non-Gaussianity
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DOI: 10.1088/1367-2630/ab13f3
Abstract: We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in… read more here.
Keywords: codifference; ergodicity breaking; breaking non; non gaussianity ... See more keywords