Numerical methods for the estimation of multifractal singularity spectra on sampled data: A comparative study
Publication:2495781
DOI10.1016/j.jcp.2005.12.004zbMath1093.94010MaRDI QIDQ2495781
Antonio Turiel, Conrad J. Pérez-Vicente, Jacopo Grazzini
Publication date: 30 June 2006
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2005.12.004
wavelets; numerical methods; fractals; multifractals; singularity analysis; wavelet transform modulus maxima (WTMM); WTMM
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
65T60: Numerical methods for wavelets
94A08: Image processing (compression, reconstruction, etc.) in information and communication theory
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