A self-adaptive technique for the estimation of the multifractal spectrum
Michel Broniatowski and
Pascal Mignot
Statistics & Probability Letters, 2001, vol. 54, issue 2, 125-135
Abstract:
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.
Keywords: Multifractal; measure; Spectrum; Nonparametric; estimation; Kernel; method (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:54:y:2001:i:2:p:125-135
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