Wavelet-based estimators of scaling behavior

DOI10.1109/TIT.2002.802631MaRDI QIDQ4677615zbMATH OpenOpenAlexFDO

Authors B. Audit, Alain Arneodo, Emmanuel Bacry, Jean-François Muzy

Publication date 11 May 2005

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2002.802631

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method
• Emergence of turbulent epochs in oil prices

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