Multifractality Tests Using Bootstrapped Wavelet Leaders
DOI10.1109/TSP.2007.896269zbMATH Open1390.94060MaRDI QIDQ4567458FDOQ4567458
Authors: Herwig Wendt, Patrice Abry 
Publication date: 27 June 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
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)
- Right-side-stretched multifractal spectra indicate small-worldness in networks
- Multifractal regime detecting method for financial time series
- Statistical tests of distributional scaling properties for financial return series
- Multifractal analysis of hydrologic data using wavelet methods and fluctuation analysis
- Title not available (Why is that?)
- Testing the type of a semi-martingale: Itō against multifractal
- Detecting stock market turning points using wavelet leaders method
- Testing for effects of cross-correlations on joint multifractality
- Wavelet leaders and bootstrap for multifractal analysis of images
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