Asymptotic distribution of time-series intermittency estimates: applications to economic and clinical data.
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Publication:5958630
DOI10.1016/S0167-9473(01)00021-4zbMath1079.62540WikidataQ57826701 ScholiaQ57826701MaRDI QIDQ5958630
Publication date: 3 March 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Sums of independent random variables; random walks (60G50)
Uses Software
Cites Work
- Multifractal dimensions and scaling exponents for stronlgy bounded random cascades
- Descriptive statistics for non-parametric models. III: Dispersion
- The multifractal spectrum of statistically self-similar measures
- Equilibrium mechanisms in a decentralized market
- On the dimension and entropy of probability distributions
- Some Limit Theorems for Stationary Processes
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