Search Results - subject:"Multiplicative cascade"

Adjustment curves for binary responses associated to stochastic processes

Costanzo, Giuseppina Damiana; Dell'Accio, Francesco; … - Dipartimento di Scienze Economiche, Statistiche e … - 2009

Persistent link: https://www.econbiz.de/10008472187

On the support of the simple branching random walk

Johnson, Torrey - In: Statistics & Probability Letters 91 (2014) C, pp. 107-109

Connectivity of the support of the simple branching random walk is established in certain asymmetric cases, extending a previous result of Grill.

Persistent link: https://www.econbiz.de/10010776541

Empirical evidences of a common multifractal signature in economic, biological and physical systems

Pont, Oriol; Turiel, Antonio; Pérez-Vicente, Conrad J. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 10, pp. 2025-2035

Recent developments in microcanonical multifractal formalism have lead to a sensible improvement in the numerical techniques for the determination of the multifractal characteristics of real signals. With the aid of these techniques, we have found empirical evidence of a common multifractal...

Persistent link: https://www.econbiz.de/10010591656

Scaling characteristics in aftershock sequence of earthquake

Lee, Chung Kung; Chin Yu, Chung; Cai Wang, Cheng; Der … - In: Physica A: Statistical Mechanics and its Applications 371 (2006) 2, pp. 692-702

multiplicative cascade process of the stress in the Earth's crust. A simple two-scale Cantor set with unequal scales and weights was …

Persistent link: https://www.econbiz.de/10011061686

Scaling characteristics in the Taiwan stock market

Ho, Ding-Shun; Lee, Chung-Kung; Wang, Cheng-Cai; … - In: Physica A: Statistical Mechanics and its Applications 332 (2004) C, pp. 448-460

multifractal phenomena in Taiwan stock market might be interpreted in terms of the multiplicative cascade process of stock market …

Persistent link: https://www.econbiz.de/10011057261