Estimation of parameters of a multifractal process

Fabrice Gamboa and Jean-Michel Loubes ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2007, vol. 16, issue 2, 383-407

Keywords: Multifractal analysis; Wavelet bases; Empirical estimators; 62F03; 62A05 (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s11749-006-0015-9

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