Nonparametric reconstruction of a multifractal function from noisy data

DOI10.1007/S00440-008-0187-1zbMATH Open1179.62045OpenAlexW2074160035MaRDI QIDQ843705FDOQ843705

Authors Arnaud Gloter, M. Hoffmann

Publication date 15 January 2010

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-008-0187-1

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

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Cited in

(5)

• Testing the type of a semi-martingale: Itō against multifractal
• Multifractal objective analysis: Conditioning and interpolation
• Density smoothness parameter estimation with some additive noises
• Estimation of parameters of a multifractal process
• Wavelet estimation of a multifractal function

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