Estimating the scaling function of multifractal measures and multifractal random walks using ratios
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Publication:2444671
DOI10.3150/12-BEJ489zbMath1398.60059arXiv1102.5176MaRDI QIDQ2444671
Carenne Ludeña, Philippe Soulier
Publication date: 10 April 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.5176
62G05: Nonparametric estimation
60F05: Central limit and other weak theorems
60G22: Fractional processes, including fractional Brownian motion
60G57: Random measures
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