CONVERGENCE INVESTIGATION OF MULTIFRACTAL ANALYSIS BASED ON Lp-NORM CONSTRAINT

DOI10.1142/S0218348X2250116XMaRDI QIDQ5044614

Wei Shao, Wenjing Jiang, Ji'an Wang

Publication date: 2 November 2022

Published in: Fractals (Search for Journal in Brave)

zbMATH Keywords

multifractalmultiplicative cascades\(L_p\)-norm\(p\)-model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10) Fractals (28A80) Biology and other natural sciences (92-XX)

Uses Software

• MFDFA

Cites Work

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• Multifractal detrended fluctuation analysis of nonstationary time series
• Detrended fluctuation analysis of cerebrovascular responses to abrupt changes in peripheral arterial pressure in rats
• Fluctuation dynamics in geoelectrical data: an investigation by using multifractal detrended fluctuation analysis
• Fractal measures and their singularities: The characterization of strange sets
• Decomposition of Hardy Functions into Square Integrable Wavelets of Constant Shape
• Multifractal Cascade Dynamics and Turbulent Intermittency
• MULTIFRACTAL ANALYSIS WITH DETRENDING WEIGHTED AVERAGE ALGORITHM OF HISTORICAL VOLATILITY
• \texttt{MFDFA}: efficient multifractal detrended fluctuation analysis in Python

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