Estimation of parameters of a multifractal process (Q2384677)

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Estimation of parameters of a multifractal process
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    title
    Estimation of parameters of a multifractal process (English)
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    author
    Fabrice Gamboa
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    Jean-Michel Loubes
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    published in
    Test
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    publication date
    10 October 2007
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    Mathematics Subject Classification ID
    62M09
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    62F12
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    92C40
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    62F03
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    60F05
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    62M99
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    zbMATH DE Number
    5199414
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    zbMATH Keywords
    multifractal analysis
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    wavelet bases
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    empirical estimators
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