Search Results - subject:"Scaling function"

Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR

Maglione, Federico - Dipartimento di Economia, Università Ca' Foscari Venezia - 2015

function. Finally, Section 4 deeply analyze the mathematical properties of the scaling function which drives the ``wildeness …. Section 5 is devoted to the analysis of the connection between the scaling function, Multifractal Formalism and Large …

Persistent link: https://www.econbiz.de/10011200021

Multifractality in finance : a deep understanding and review of Mandelbrot's MMAR

Maglione, Federico - 2015

Persistent link: https://www.econbiz.de/10011632222

Constructing a quasilinear moving average using the scaling function

Schlüter, Stephan - 2009

The scaling function from multiresolution analysis can be used to constuct a smoothing tool in the context of time …

Persistent link: https://www.econbiz.de/10010299750

Constructing a quasilinear moving average using the scaling function

Schlüter, Stephan - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2009

The scaling function from multiresolution analysis can be used to constuct a smoothing tool in the context of time …

Persistent link: https://www.econbiz.de/10008493565

Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences

Hosseinioun, N.; Doosti, H.; Nirumand, H. - In: Statistical Papers 53 (2012) 1, pp. 195-203

Persistent link: https://www.econbiz.de/10010539380

Scaling behavior of roughness in the two-dimensional Kardar–Parisi–Zhang growth

Ma, K.; Jiang, J.; Yang, C.B. - In: Physica A: Statistical Mechanics and its Applications 378 (2007) 2, pp. 194-200

behavior of the roughness is analyzed from scale transformations and the scaling function is obtained from numerical …

Persistent link: https://www.econbiz.de/10010589437

Random walk to freedom: The time of effusion

Levin, Yan; Idiart, Marco A.; Arenzon, Jeferson J. - In: Physica A: Statistical Mechanics and its Applications 354 (2005) C, pp. 95-100

The problem of effusion is studied using Monte Carlo simulations and scaling analysis. Particles confined to the interior of a container undergo a random walk with step size δ. If a hole is opened in one of the container walls, an outgoing diffusive current of particles will exit through it....

Persistent link: https://www.econbiz.de/10011060514

Universal scaling functions and quantities in percolation models

Hu, Chin-Kun; Chen, Jau-Ann; Lin, Chai-Yu - In: Physica A: Statistical Mechanics and its Applications 266 (1999) 1, pp. 27-34

We briefly review recent work on universal finite-size scaling functions (UFSSFs) and quantities in percolation models. The topics under discussion include: (a) UFSSFs for the existence probability (also called crossing probability) Ep, the percolation probability P, and the probability Wn of...

Persistent link: https://www.econbiz.de/10010664916

A characterization of self-affine processes in finance through the scaling function

Resta, Marina; Sciutti, Davide - Society for Computational Economics - SCE

This work focuses on a method to characterize stochastic processes by way of their scaling function tau(·). The kernel … is required to provide empirical estimation of the corresponding scaling function. Additionally, if the generating … general closed Form for the scaling function of self-similar processes will be derived, using the relationships between the …

Persistent link: https://www.econbiz.de/10005706832