PREDICTABILITY OF MULTIPLICATIVE PROCESSES: A PRELIMINARY STUDY

DOI10.1142/S0218348X9400048XzbMath0902.62120OpenAlexW1991175294MaRDI QIDQ3841371

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

zbMATH Keywords

time seriesmultifractal spectramultiplicative processcorrelations on binomial measures

Mathematics Subject Classification ID

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

Related Items (1)

A new exact method for obtaining the multifractal spectrum of multiscaled multinomial measures and IFS invariant measures

This page was built for publication: PREDICTABILITY OF MULTIPLICATIVE PROCESSES: A PRELIMINARY STUDY