An algorithm for computing non-concave multifractal spectra using the \(S^\nu\) spaces
From MaRDI portal
Publication:2205734
DOI10.1016/j.cnsns.2017.08.029OpenAlexW2751222227MaRDI QIDQ2205734
Céline Esser, Thomas Kleyntssens, Samuel Nicolay
Publication date: 21 October 2020
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2017.08.029
Related Items (2)
Modified multifractal large deviation spectrum based on CID for financial market system ⋮ Generalized Sν$S^\nu$ spaces
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Wavelets techniques for pointwise anti-Hölderian irregularity
- Old friends revisited: The multifractal nature of some classical functions
- Pointwise smoothness of space-filling functions
- Pointwise smoothness, two-microlocalization and wavelet coefficients
- The multifractal nature of Lévy processes
- Multifractal analysis of Choquet capacities
- On the Frisch-Parisi conjecture
- Beyond Besov spaces. I: Distributions of wavelet coefficients
- Beyond Besov spaces. II: Oscillation spaces
- Practical mathematical optimization. An introduction to basic optimization theory and classical and new gradient-based algorithms.
- Random wavelet series
- Prevalence of multifractal functions in \(S^v\) spaces
- A multifractal formalism for non-concave and non-increasing spectra: the leaders profile method
- Topological properties of the sequence spaces \(S^{\nu }\)
- From multifractal measures to multifractal wavelet series
- On sets of Haar measure zero in abelian Polish groups
- Long memory in continuous-time stochastic volatility models
- A Bridge Between Geometric Measure Theory and Signal Processing: Multifractal Analysis
- Space-Filling Functions and Davenport Series
- A Walk from Multifractal Analysis to Functional Analysis with $${\mathcal{S}}^{\nu }$$ Spaces, and Back
- Orthonormal bases of compactly supported wavelets
- Ten Lectures on Wavelets
- Prevalence: a translation-invariant “almost every” on infinite-dimensional spaces
- Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
- Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)
- Multifractal formalism and anisotropic selfsimilar functions
- Multifractal Formalism for Functions Part I: Results Valid For All Functions
- Multifractal Formalism for Functions Part II: Self-Similar Functions
- Random cascades on wavelet dyadic trees
- Fractional Brownian Motions, Fractional Noises and Applications
This page was built for publication: An algorithm for computing non-concave multifractal spectra using the \(S^\nu\) spaces
