Estimation of Rényi exponents in random cascades

DOI10.2307/3318431zbMath0953.62088OpenAlexW1559975494MaRDI QIDQ1290371

Aldo V. Vecchia, Brent M. Troutman

Publication date: 10 January 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1173147902

zbMATH Keywords

multifractalsrandom cascadesleast-squares estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

Related Items

Statistical estimation for multiplicative cascades.