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

DOI10.1155/2017/7015243MaRDI QIDQ2012826zbMATH OpenOpenAlexWikidataFDO

Authors Jun Taek Lee, Damian G. Kelty-Stephen

Publication date 3 August 2017

Published in Complexity (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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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Cites work

• scientific article; zbMATH DE number 3794378 (Why is no real title available?)
• Asymmetric matrices in an analysis of financial correlations
• Finite-size effect and the components of multifractality in financial volatility
• Fractal measures and their singularities: The characterization of strange sets
• Multifractal detrended fluctuation analysis of nonstationary time series
• On the characterization of the deterministic/stochastic and linear/nonlinear nature of time series
• Surrogate time series.
• Testing for nonlinearity in time series: the method of surrogate data
• The chemical basis of morphogenesis
• The weather and climate. Emergent laws and multifractal cascades

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