Multifractal measures of time series: curvature surfaces of f(α) curves

DOI10.1142/9789814366076_0015zbMath1331.28019OpenAlexW2489395159MaRDI QIDQ3462450

William Martino, Michael Frame

Publication date: 14 January 2016

Published in: Benoit Mandelbrot (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814366076_0015

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractals (28A80)

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