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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