Wavelet estimation of a multifractal function
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Publication:1781185
DOI10.3150/bj/1116340292zbMath1063.62047OpenAlexW1975847194MaRDI QIDQ1781185
Fabrice Gamboa, Jean-Michel Loubes
Publication date: 23 June 2005
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1116340292
Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Bayesian inference (62F15)
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Nonparametric reconstruction of a multifractal function from noisy data ⋮ Estimation of parameters of a multifractal process
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