Pages that link to "Item:Q4932831"
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The following pages link to Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting (Q4932831):
Displaying 5 items.
- Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
- On the estimation of the large deviations spectrum (Q648136) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- Multifractal detrended fluctuation analysis: practical applications to financial time series (Q2228812) (← links)
- Estimating the scaling function of multifractal measures and multifractal random walks using ratios (Q2444671) (← links)