Questioning normality: A study of wavelet leaders distribution

DOI10.1007/S11222-025-10767-8MaRDI QIDQ6879401zbMATH OpenFDO

Authors Wejdene Ben Nasr, Hélène Halconruy, Stéphane Jaffard

Publication date 30 December 2025

Published in Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

multifractal analysislog-concave distributionswavelet leadersrandom wavelet seriesscaling exponent estimation

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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