1Departments of Economics and Finance, Michigan State University, East Lansing, Michigan 48824, USA and Department of Economics, Queen Mary University of London, Mile End Road, London E1 4NS, United Kingdom
2Department of Economics, Central Michigan University, Sloan 307, Mt. Pleasant, Michigan 48859, USA
3Department of Geology, Geography, and Physics, University of Tennessee, Martin, Tennessee 38238, USA
2Department of Economics, Central Michigan University, Sloan 307, Mt. Pleasant, Michigan 48859, USA
3Department of Geology, Geography, and Physics, University of Tennessee, Martin, Tennessee 38238, USA
We present new evidence that normal heartbeat series are nonchaotic, nonlinear, and multifractal. In addition to considering the largest Lyapunov exponent and the correlation dimension, the results of the parametric and semiparametric estimation of the long memory parameter (long-range dependence) unambiguously reveal that the underlying process is nonstationary, multifractal, and has strong nonlinearity. ©2009 American Institute of Physics
Chaos 19, 028503 (2009)
DOI:10.1063/1.3152006
| Permalink: | http://link.aip.org/link/?CHAOEH/19/028503/1 |
Published 30 June 2009
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