MULTIFRACTAL CROSS WAVELET ANALYSIS
From MaRDI portal
Publication:5219463
DOI10.1142/S0218348X17500542zbMath1432.28006arXiv1610.09519MaRDI QIDQ5219463
Zhi-Qiang Jiang, Xing-Lu Gao, Wei-Xing Zhou, H. Eugene Stanley
Publication date: 12 March 2020
Published in: Fractals (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.09519
bootstrap; wavelet analysis; binomial measure; joint multifractal analysis; bivariate fractional Brownian motion
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
65T60: Numerical methods for wavelets
28A80: Fractals
Related Items
TESTING FOR EFFECTS OF CROSS-CORRELATIONS ON JOINT MULTIFRACTALITY, A Brief Introduction to DFA-Based Multiscale Analysis, Scaling invariance embedded in very short time series: a factorial moment based diffusion entropy approach, A note on power-law cross-correlated processes, Chaos based nonlinear analysis to study cardiovascular responses to changes in posture, Cross-correlation and forecast impact of public attention on USD/CNY exchange rate: evidence from Baidu index, Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis
Uses Software
Cites Work
- Unnamed Item
- Multifractal detrended fluctuation analysis of nonstationary time series
- Covariance function of vector self-similar processes
- Singularity spectrum of fractal signals from wavelet analysis: Exact results
- On the wavelet transformation of fractal objects.
- Finite-size effect and the components of multifractality in financial volatility
- Numerical methods for the estimation of multifractal singularity spectra on sampled data: A comparative study
- MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS
- Fractal measures and their singularities: The characterization of strange sets
- THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS
- Wavelet-based estimators of scaling behavior
- Basic properties of the Multivariate Fractional Brownian Motion