Cascade-driven series with narrower multifractal spectra than their surrogates: standard deviation of multipliers changes interactions across scales

DOI10.1155/2017/7015243zbMath1367.93011OpenAlexW2577848090WikidataQ59142938 ScholiaQ59142938MaRDI QIDQ2012826

Damian G. Kelty-Stephen, Jun Taek Lee

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

zbMATH Keywords

multifractal detrended fluctuation analysis (MF-DFA)Chhabra's methodJensen's methodmultifractal (or singularity) spectra

Mathematics Subject Classification ID

Hierarchical systems (93A13) Eigenvalue problems (93B60)

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