Multifractality Tests Using Bootstrapped Wavelet Leaders
From MaRDI portal
Publication:4567458
DOI10.1109/TSP.2007.896269zbMath1390.94060MaRDI QIDQ4567458
Publication date: 27 June 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Bootstrap, jackknife and other resampling methods (62F40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Non-Markovian processes: hypothesis testing (62M07) Application of orthogonal and other special functions (94A11)
Related Items (8)
Statistical tests of distributional scaling properties for financial return series ⋮ Right-side-stretched multifractal spectra indicate small-worldness in networks ⋮ Testing the type of a semi-martingale: Itō against multifractal ⋮ Multifractal analysis of hydrologic data using wavelet methods and fluctuation analysis ⋮ Multifractal regime detecting method for financial time series ⋮ Wavelet leaders and bootstrap for multifractal analysis of images ⋮ Detecting stock market turning points using wavelet leaders method ⋮ TESTING FOR EFFECTS OF CROSS-CORRELATIONS ON JOINT MULTIFRACTALITY
This page was built for publication: Multifractality Tests Using Bootstrapped Wavelet Leaders
