Table 1.
Time series | |||||
---|---|---|---|---|---|
{wni}; {Bmi}; {wbi}; | {bcni}; | ||||
Length | DFA1 | DFA2 | Length | DFA1 | DFA2 |
N = 102 | 1.4E-11 | 1.9E-11 | N = 28 | 3.1E-11 | 2.1E-11 |
N = 103 | 1.0E-09 | 2.3E-08 | N = 210 | 4.8E-10 | 1.2E-10 |
N = 104 | 1.0E-07 | 5.0E-07 | N = 212 | 2.6E-09 | 3.9E-09 |
N = 105 | 1.9E-05 | 6.1E-06 | N = 214 | 1.1E-06 | 4.0E-07 |
N = 106 | 6.0E-03 | 4.4E-04 | N = 216 | 4.6E-06 | 2.2E-06 |
{wni}, white noise; {Bmi}, Brownian motion; {wbi}, sum of {wni} and {Bmi}; {bcni}, stochastic binomial cascade embedded in noise (see text for details).