Estimation of Rényi exponents in random cascades (Q1290371)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of Rényi exponents in random cascades |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Rényi exponents in random cascades |
scientific article |
Statements
Estimation of Rényi exponents in random cascades (English)
0 references
10 January 2001
0 references
This paper is devoted to estimation of the Rényi scaling exponents in a multiplicative random cascade model. In particular, asymptotic normality of the least-squares estimator of Rényi exponents is demonstrated.
0 references
least-squares estimation
0 references
multifractals
0 references
random cascades
0 references
