Estimation of Rényi exponents in random cascades (Q1290371)
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scientific article; zbMATH DE number 1294456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Rényi exponents in random cascades |
scientific article; zbMATH DE number 1294456 |
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Estimation of Rényi exponents in random cascades (English)
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10 January 2001
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This paper is devoted to estimation of the Rényi scaling exponents in a multiplicative random cascade model. In particular, asymptotic normality of the least-squares estimator of Rényi exponents is demonstrated.
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least-squares estimation
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multifractals
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random cascades
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