Estimation of parameters of a multifractal process

DOI10.1007/S11749-006-0015-9MaRDI QIDQ2384677zbMATH OpenOpenAlexFDO

Authors 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

empirical estimatorsmultifractal analysiswavelet bases

Mathematics Subject Classification ID

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

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Cites work

• A multifractal wavelet model with application to network traffic
• Almost sure Hausdorff dimension of graphs of random wavelet series
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• Identifying the multifractional function of a Gaussian process
• Likelihood methods for the discrimination problem
• Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)
• On lacunary wavelet series.
• Oscillating singularities and fractal functions
• Random wavelet series
• Singularity spectrum of multifractal functions involving oscillating singularities
• Wavelet estimation of a multifractal function

Cited in

(12)

• Wavelet estimation of a multifractal function
• Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
• Multifractal processes: definition, properties and new examples
• Estimation of intrinsic processes affected by additive fractal noise
• ABOUT THE EFFECTIVENESS OF DIFFERENT METHODS FOR THE ESTIMATION OF THE MULTIFRACTAL SPECTRUM OF NATURAL SERIES
• Une méthode d'estimation du spectre multifractal
• ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS
• A Generalized Multifractal Formalism for the Estimation of Nonconcave Multifractal Spectra
• Local asymptotic normality property for lacunar wavelet series multifractal model
• An improved model of wavelet leader covariance for estimating multifractal properties
• Multifractality in space-time statistical models
• Nonparametric reconstruction of a multifractal function from noisy data

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