Statistical estimation for multiplicative cascades.
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- A cascade decomposition theory with applications to Markov and exchangeable cascades
- A refinement of previous hypotheses concerning the local structure of turbulence in a viscous incompressible fluid at high Reynolds number
- Approximation Theorems of Mathematical Statistics
- Estimation of Rényi exponents in random cascades
- Fluctuations of sequences which converge in distribution
- Independent random cascades on Galton-Watson trees
- Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
- Large deviations for multiplicative chaos
- Multifractal dimensions and scaling exponents for stronlgy bounded random cascades
- Scaling analysis of conservative cascades, with applications to network traffic
- Scaling exponents and multifractal dimensions for independent random cascades
- Statistical estimation for multiplicative cascades.
- Sur certaines martingales de Benoit Mandelbrot
- Uniform Central Limit Theorems
- Wavelet analysis of conservative cascades
Cited in
(27)- \(L^p\)-variations for multifractal fractional random walks
- Second order properties of distribution tails and estimation of tail exponents in random difference equations
- Diffusions of multiplicative cascades
- Estimating the scaling function of multifractal measures and multifractal random walks using ratios
- BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES
- On Non-Scale-Invariant Infinitely Divisible Cascades
- Testing the type of a semi-martingale: Itō against multifractal
- Adaptive wavelet decompositions of stationary time series
- Continuous cascade models for asset returns
- Log-normal continuous cascade model of asset returns: aggregation properties and estimation
- Hausdorff and packing spectra, large deviations, and free energy for branching random walks in \({\mathbb{R}^d}\)
- Convergence of complex multiplicative cascades
- Fractional multiplicative processes
- KPZ in one dimensional random geometry of multiplicative cascades
- Lucien Le Cam 1924--2000.
- On the estimation of the large deviations spectrum
- Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model
- Confidence intervals for the scaling function of multifractal random walks
- Wavelet leaders and bootstrap for multifractal analysis of images
- Convergence of the structure function of a multifractal random walk in a mixed asymptotic setting
- Linearization effect in multifractal analysis: insights from the random energy model
- Difference based estimators and infill statistics
- Multifractal analysis in a mixed asymptotic framework
- Wavelet analysis of conservative cascades
- Renewal of singularity sets of random self-similar measures
- Extreme values and fat tails of multifractal fluctuations
- Statistical estimation for multiplicative cascades.
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