Cascade-driven series with narrower multifractal spectra than their surrogates: standard deviation of multipliers changes interactions across scales
DOI10.1155/2017/7015243zbMATH Open1367.93011OpenAlexW2577848090WikidataQ59142938 ScholiaQ59142938MaRDI QIDQ2012826FDOQ2012826
Authors: Jun Taek Lee, Damian G. Kelty-Stephen 
Publication date: 3 August 2017
Published in: Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2017/7015243
Recommendations
- Multifractal characteristics of singular signals
- Conditional and Relative Multifractal Spectra
- ABOUT THE EFFECTIVENESS OF DIFFERENT METHODS FOR THE ESTIMATION OF THE MULTIFRACTAL SPECTRUM OF NATURAL SERIES
- Scaling exponents and multifractal dimensions for independent random cascades
- Multifractal analysis of complex random cascades
multifractal detrended fluctuation analysis (MF-DFA)Chhabra's methodJensen's methodmultifractal (or singularity) spectra
Cites Work
- Testing for nonlinearity in time series: the method of surrogate data
- Multifractal detrended fluctuation analysis of nonstationary time series
- Fractal measures and their singularities: The characterization of strange sets
- The chemical basis of morphogenesis
- Title not available (Why is that?)
- Surrogate time series.
- Asymmetric matrices in an analysis of financial correlations
- Finite-size effect and the components of multifractality in financial volatility
- The weather and climate. Emergent laws and multifractal cascades
- On the characterization of the deterministic/stochastic and linear/nonlinear nature of time series
This page was built for publication: Cascade-driven series with narrower multifractal spectra than their surrogates: standard deviation of multipliers changes interactions across scales
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2012826)
