Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model

DOI10.1007/978-3-7908-2604-3_44zbMath1436.60002OpenAlexW181669259MaRDI QIDQ3298498

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Publication date: 14 July 2020

Published in: Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2604-3_44

zbMATH Keywords

stochastic processfunctional datamultiplicative cascade

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Functional data analysis (62R10) Computational methods for problems pertaining to probability theory (60-08)

Cites Work

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• An efficient algorithm to determine fractal dimensions of point sets

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