Multifractality in time series
From MaRDI portal
Publication:4507712
DOI10.1088/0305-4470/33/19/302zbMath0954.91045arXivcond-mat/0004170OpenAlexW2115957274MaRDI QIDQ4507712
Publication date: 8 October 2000
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0004170
Economic time series analysis (91B84) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Statistical methods; economic indices and measures (91B82)
Related Items (14)
Multifractal analysis and topological properties of a new family of weighted Koch networks ⋮ Multifractal nature of network induced time delay in networked control systems ⋮ Multifractal weighted permutation analysis based on Rényi entropy for financial time series ⋮ Chaos game representation of protein sequences based on the detailed HP model and their multifractal and correlation analyses ⋮ A local fitting based multifractal detrend fluctuation analysis method ⋮ Multifractality and Laplace spectrum of horizontal visibility graphs constructed from fractional Brownian motions ⋮ Multifractal nature of stock exchange prices ⋮ Invasion-percolation and statistics of US Treasury bonds ⋮ Multifractal characterisation of length sequences of coding and noncoding segments in a complete genome ⋮ MULTIFRACTAL MEASURES OF TIME SERIES: f(α) SURFACES ⋮ Determination of multifractal dimensions of complex networks by means of the sandbox algorithm ⋮ A fractal method to distinguish coding and non-coding sequences in a complete genome based on a number sequence representation ⋮ Oscillatory finite-time singularities in finance, population and rupture ⋮ A case study of stratus cloud base height multifractal fluctuations
This page was built for publication: Multifractality in time series
