Estimating the scaling function of multifractal measures and multifractal random walks using ratios (Q2444671): Difference between revisions

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-Philippe Soulier
@@ Property / author: Philippe Soulier / rank @@
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+Philippe Soulier
@@ Property / author: Philippe Soulier / rank @@
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+Multifractal Random Walks as Fractional Wiener Integrals
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+Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
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+Modelling financial time series using multifractal random walks
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+Multifractal analysis in a mixed asymptotic framework
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+Log-infinitely divisible multifractal processes
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+Multifractal products of cylindrical pulses
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+Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting
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+Sur certaines martingales de Benoit Mandelbrot
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+\(L^p\)-variations for multifractal fractional random walks
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+Q4403134
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+Central limit theorems for sequences of multiple stochastic integrals
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+Statistical estimation for multiplicative cascades.
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+Q4407600
@@ Property / cites work: Q4407600 / rank @@
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+Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
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+W3103422246
@@ Property / OpenAlex ID: W3103422246 / rank @@
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+Publication:2444671