Multifractal formalisms for multivariate analysis
DOI10.1098/rspa.2019.0150zbMath1472.62073OpenAlexW2975144099WikidataQ90704225 ScholiaQ90704225MaRDI QIDQ5160762
Stéphane Seuret, Herwig Wendt, Patrice Abry, Stéphane Jaffard, Roberto Leonarduzzi
Publication date: 29 October 2021
Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rspa.2019.0150
fractalsapplied mathematicswavelet leadersmultiplicative cascadesspatial regularity correlationsmultifractal multivariate formalism
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Fractals (28A80)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Baire typical results for mixed Hölder spectra on product of continuous Besov or oscillation spaces
- Singularity sets of Lévy processes
- Singularity spectrum of multifractal functions involving oscillating singularities
- The multifractal nature of Lévy processes
- Higher-dimensional multifractal analysis
- \(p\)-exponent and \(p\)-leaders. I: Negative pointwise regularity
- \(p\)-exponent and \(p\)-leaders. II: Multifractal analysis. relations to detrended fluctuation analysis
- Random wavelet series
- Multivariate multifractal analysis
- Mixed generalized dimensions of self-similar measures
- Variational principles and mixed multifractal spectra
- Multifractal Components of Multiplicative Set Functions
- RECURRENCE, DIMENSION AND ENTROPY
- Irregularities and scaling in signal and image processing: multifractal analysis
- Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
- New Exponents for Pointwise Singularity Classification
- A Generalized Multifractal Formalism for the Estimation of Nonconcave Multifractal Spectra
- Scaling in financial prices: III. Cartoon Brownian motions in multifractal time
- Prevalent mixed Hölder spectra and mixed multifractal formalism in a product of continuous Besov spaces
- Sets with large intersection and ubiquity
- Detecting and creating oscillations using multifractal methods
- Mixed divergence points of self-similar measures
- Modelling financial time series using multifractal random walks
