NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS

DOI10.1142/S0219691304000597zbMath1071.62073OpenAlexW2115094050MaRDI QIDQ5697083

Bruno Lashermes, Pierre Chainais, Patrice Abry

Publication date: 17 October 2005

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219691304000597

zbMATH Keywords

aggregationmultiresolutionscaling exponentmultiplicative martingaleincrementScalingmultifractal processscaling exponent estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Numerical methods for wavelets (65T60)

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