Question

Any fractal physical model that generates time series which demonstrate heavy-tailed (non-Gaussian) behavior in some form?

Answer 1

In the fitting procedure of DFA, how can we understand which order of DFA (Detrended Fluctuation Analysis) (DFA1, DFA2, and higher order DFA) should be applied in the time series?

Answer 2

PDF | We study non- Gaussian probability density functions ... See all › .... By analyzing the numerically generated time series, we ... Gaussian tails of the PDF 关Fig.