• Corpus ID: 195886221

Statistical mechanics of time series

  title={Statistical mechanics of time series},
  author={Riccardo Marcaccioli and Giacomo Livan},
  journal={arXiv: Statistical Finance},
Countless natural and social multivariate systems are studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis testing: the statistical properties of the empirical time series are tested against those expected under a suitable null hypothesis. This is a very challenging task in complex interacting systems, where statistical stability is often poor due to lack of… 

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