Detecting multifractal stochastic processes under heavy-tailed effects (Q339843)
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scientific article; zbMATH DE number 6651847
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| English | Detecting multifractal stochastic processes under heavy-tailed effects |
scientific article; zbMATH DE number 6651847 |
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Detecting multifractal stochastic processes under heavy-tailed effects (English)
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11 November 2016
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multifractal
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heavy-tailed distribution
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Lévy process
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partition function method
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0.7723239064216614
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0.7531097531318665
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0.7520505785942078
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0.7397429943084717
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