PREDICTABILITY OF MULTIPLICATIVE PROCESSES: A PRELIMINARY STUDY

DOI10.1142/S0218348X9400048XzbMATH Open0902.62120OpenAlexW1991175294MaRDI QIDQ3841371FDOQ3841371

Authors: Jacques Lévy-Véhel, Robert Vojak 

Publication date: 20 August 1998

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x9400048x

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zbMATH Keywords

time seriesmultiplicative processmultifractal spectracorrelations on binomial measures

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Fractals (28A80)

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• Premonitory dependency of historical database and its mathematical properties
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• Predictions of large events on a spring-block model

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