Multifractality of the multiplicative autoregressive point processes

MaRDI QIDQ5506249zbMATH OpenFDO

Authors M. Alaburda, V. Gontis, T. Meškauskas, B. Kaulakys

Publication date 28 January 2009

Full work available at URL https://arxiv.org/abs/0911.2251

Mathematics Subject Classification ID

Fractals (28A80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Continuous multifractal models with zero values: a continuous \(\beta \) -multifractal model

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