Nonparametric reconstruction of a multifractal function from noisy data

DOI10.1007/S00440-008-0187-1MaRDI QIDQ843705zbMATH OpenOpenAlexFDO

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)

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

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