Pages that link to "Item:Q1848839"
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The following pages link to Statistical estimation for multiplicative cascades. (Q1848839):
Displaying 27 items.
- Hausdorff and packing spectra, large deviations, and free energy for branching random walks in \({\mathbb{R}^d}\) (Q398738) (← links)
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- On the estimation of the large deviations spectrum (Q648136) (← links)
- Linearization effect in multifractal analysis: insights from the random energy model (Q720688) (← links)
- Continuous cascade models for asset returns (Q844574) (← links)
- \(L^p\)-variations for multifractal fractional random walks (Q930681) (← links)
- Fractional multiplicative processes (Q985348) (← links)
- Convergence of complex multiplicative cascades (Q990377) (← links)
- Wavelet leaders and bootstrap for multifractal analysis of images (Q1016873) (← links)
- Confidence intervals for the scaling function of multifractal random walks (Q1017815) (← links)
- KPZ in one dimensional random geometry of multiplicative cascades (Q1028579) (← links)
- Estimation of Rényi exponents in random cascades (Q1290371) (← links)
- Wavelet analysis of conservative cascades (Q1812194) (← links)
- Statistical estimation for multiplicative cascades. (Q1848839) (← links)
- Lucien Le Cam 1924--2000. (Q1848951) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- Multifractal analysis in a mixed asymptotic framework (Q1958499) (← links)
- Difference based estimators and infill statistics (Q2339214) (← links)
- Diffusions of multiplicative cascades (Q2434759) (← links)
- Estimating the scaling function of multifractal measures and multifractal random walks using ratios (Q2444671) (← links)
- Extreme values and fat tails of multifractal fluctuations (Q2903701) (← links)
- Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model (Q3298498) (← links)
- Renewal of singularity sets of random self-similar measures (Q3435395) (← links)
- Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting (Q4932831) (← links)
- BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES (Q4959965) (← links)
- Adaptive wavelet decompositions of stationary time series (Q5391314) (← links)
- Log-normal continuous cascade model of asset returns: aggregation properties and estimation (Q5397418) (← links)
