Estimation of parameters of a multifractal process

DOI10.1007/S11749-006-0015-9zbMath1119.62081OpenAlexW2141389449MaRDI QIDQ2384677

Fabrice Gamboa, Jean-Michel Loubes

Publication date: 10 October 2007

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-006-0015-9

zbMATH Keywords

wavelet basesmultifractal analysisempirical estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Biochemistry, molecular biology (92C40)

Related Items (1)

Nonparametric reconstruction of a multifractal function from noisy data

Cites Work

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• Likelihood methods for the discrimination problem
• Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)
• A multifractal wavelet model with application to network traffic

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