Wavelet estimation of a multifractal function

DOI10.3150/bj/1116340292zbMath1063.62047OpenAlexW1975847194MaRDI QIDQ1781185

Fabrice Gamboa, Jean-Michel Loubes

Publication date: 23 June 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1116340292

zbMATH Keywords

Gaussian modelBernoulli constrained model

Mathematics Subject Classification ID

Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Bayesian inference (62F15)

Related Items

Nonparametric reconstruction of a multifractal function from noisy data ⋮ Estimation of parameters of a multifractal process

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