Pages that link to "Item:Q2903701"
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The following pages link to Extreme values and fat tails of multifractal fluctuations (Q2903701):
Displaying 11 items.
- Linearization effect in multifractal analysis: insights from the random energy model (Q720688) (← links)
- Confidence intervals for the scaling function of multifractal random walks (Q1017815) (← links)
- A fractal approach for the statistics of extremes with application to evolutionary biology (Q1313110) (← links)
- Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal \(1/f\) noise (Q1938799) (← links)
- Multifractal analysis in a mixed asymptotic framework (Q1958499) (← links)
- Fractional extreme distributions (Q2024497) (← links)
- Continuous multifractal models with zero values: a continuous $\beta $ -multifractal model (Q3301870) (← links)
- Asymmetric Lévy flights in nonhomogeneous environments (Q3301962) (← links)
- Extreme value problems in random matrix theory and other disordered systems (Q5239380) (← links)
- Log-normal continuous cascade model of asset returns: aggregation properties and estimation (Q5397418) (← links)
- Anomalous statistics in turbulence, financial markets and other complex systems (Q5695858) (← links)
