A self-adaptive technique for the estimation of the multifractal spectrum

The Hausdorff spectrum of a measure is approximated by the large deviation spectrum. We propose a self adaptive method for its estimation. Consistency holds even if the spectrum is not concave, under hypotheses suitable for practical applications.

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Year of publication:	2001
Authors:	Broniatowski, Michel ; Mignot, Pascal
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 54.2001, 2, p. 125-135
Publisher:	Elsevier
Keywords:	Multifractal measure Spectrum Nonparametric estimation Kernel method

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254197