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

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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)

• Wavelet estimation of a multifractal function
• Multifractal objective analysis: Conditioning and interpolation
• Estimation of parameters of a multifractal process
• Testing the type of a semi-martingale: Itō against multifractal
• Title not available (Why is that?)

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