Multifractal methodology
From MaRDI portal
Publication:1620571
DOI10.1016/j.physa.2017.01.041zbMath1400.28018arXiv1606.02957OpenAlexW3037508934MaRDI QIDQ1620571
Hadrien Salat, Elsa Arcaute, Roberto Murcio
Publication date: 13 November 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.02957
multifractal analysismultifractal detrended fluctuation analysismultifractal histogram methodmultifractal modulus maxima wavelet transform methodmultifractal moment method
Related Items
A risk measure of the stock market that is based on multifractality, Lacunarity transition in a chaotic dynamical system, \texttt{MFDFA}: efficient multifractal detrended fluctuation analysis in Python, Theq-dependent detrended cross-correlation analysis of stock market, Multifractal analysis of flame dynamics during transition to thermoacoustic instability in a turbulent combustor, Pattern formation of vascular network in a mathematical model of angiogenesis
Cites Work
- Unnamed Item
- Multifractal detrended fluctuation analysis of nonstationary time series
- Measuring the strangeness of strange attractors
- Multi-fractal measures of city-size distributions based on the three-parameter Zipf model
- An improved multifractal formalism and self-similar measures
- A multifractal formalism
- Fractal measures and their singularities: The characterization of strange sets
- Two definitions of fractional dimension
- Wavelet-based estimators of scaling behavior
- On the multifractal analysis of measures
- Comparison between two types of multifractal modeling
- Modelling financial time series using multifractal random walks
