Now showing items 1-2 of 2
A Simple Statistical Analysis of Wavelet-based Multifractal Spectrum Estimation
The multifractal spectrum characterizes the scaling and singularity structures of signals and proves useful in numerous applications, from network traffic analysis to turbulence. Of great concern is the estimation of the ...
Wavelet Analysis of Fractional Brownian Motion in Multifractal Time
We study <i>fractional Brownian motions in multifractal time</i>, a model for multifractal processes proposed recently in the context of economics. Our interest focuses on the statistical properties of the wavelet decomposition ...