Estimating the scaling function of multifractal measures and multifractal random walks using ratios

DOI10.3150/12-BEJ489zbMath1398.60059arXiv1102.5176OpenAlexW3103422246MaRDI QIDQ2444671

Carenne Ludeña, Philippe Soulier

Publication date: 10 April 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.5176

zbMATH Keywords

scaling functionmultifractal random walk\(p\)-variationsmultifractal random measure

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Random measures (60G57)

Related Items (4)

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