On the estimation of the large deviations spectrum

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Cited In (13)

A new complexity measure: modified discrete generalized past entropy based on grain exponent
Multifractal Analysis and Wavelets
Generalized entropy plane based on large deviations theory for financial time series
A multifractal formalism for non-concave and non-increasing spectra: the leaders profile method
\(p\)-exponent and \(p\)-leaders. II: Multifractal analysis. relations to detrended fluctuation analysis
A Bridge Between Geometric Measure Theory and Signal Processing: Multifractal Analysis
Multivariate multiscale fractional order weighted permutation entropy of nonlinear time series
28
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Analysis of time series in the cumulative residual entropy plane based on oscillation roughness exponent
Modified multifractal large deviation spectrum based on CID for financial market system
Multivariate large deviations spectrum for the multiscale analysis of stock markets
Large deviation spectra based on wavelet leaders

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