Estimation of parameters of a multifractal process
| Year of publication: |
2007
|
|---|---|
| Authors: | Gamboa, Fabrice ; Loubes, Jean-Michel |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 16.2007, 2, p. 383-407
|
| Publisher: |
Springer |
| Subject: | Multifractal analysis | Wavelet bases | Empirical estimators |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613328