Multifractality Tests Using Bootstrapped Wavelet Leaders

DOI10.1109/TSP.2007.896269MaRDI QIDQ4567458zbMATH OpenFDO

Authors Herwig Wendt, Patrice Abry

Publication date 27 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Non-Markovian processes: hypothesis testing (62M07) Application of orthogonal and other special functions (94A11)

Cited in

(9)

• Statistical tests of distributional scaling properties for financial return series
• Testing for effects of cross-correlations on joint multifractality
• Testing the type of a semi-martingale: Itō against multifractal
• Wavelet leaders and bootstrap for multifractal analysis of images
• Multifractal regime detecting method for financial time series
• Detecting stock market turning points using wavelet leaders method
• scientific article; zbMATH DE number 5152150 (Why is no real title available?)
• Right-side-stretched multifractal spectra indicate small-worldness in networks
• Multifractal analysis of hydrologic data using wavelet methods and fluctuation analysis

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