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Bootstrap for Empirical Multifractal Analysis
4 references·2 citing·21 second hop
Bootstrap for Empirical Multifractal Analysis (2007)Bootstrap for Empirical Multifractal Anal…Theory and applications of long-range dependence (2003)Theory and applications of lo…Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths (2001)Estimating the Parameters of …A wavelet-based joint estimator of the parameters of long-range dependence (1999)A wavelet-based joint estimat…Quadratic variations and estimation of the local Hölder index of a Gaussian process (1997)Quadratic variations and esti…The Abstract Expressionists and Les Automatistes: A shared multi-fractal depth? (2012)The Abstract Expressionists a…Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: Comparison study with detrended fluctuation analysis and wavelet leaders (2011)Arbitrary-order Hilbert spect…Fractional Brownian Motions, Fractional Noises and Applications (1968)Estimators of fractal dimension: Assessing the roughness of time series and spatial data (2010)Estimators of Fractal Dimension: Assessing the Roughness of Time Series and Spatial Data (2012)Multifractal formalism for fractal signals: The structure-function approach versus the wavelet-transform modulus-maxima method (1993)THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS (1994)Fractal analysis of Pollock's drip paintings (1999)Statistics for Long-Memory Processes. (1996)Effect of trends on detrended fluctuation analysis (2001)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Haar wavelets, fluctuations and structure functions: convenient choices for geophysics (2012)Time dependent intrinsic correlation analysis of temperature and dissolved oxygen time series using empirical mode decomposition (2013)Approach to an irregular time series on the basis of the fractal theory (1988)Statistics for Long-Memory Processes. (1996)Variations and estimators for the selfsimilarity order through Malliavin calculus (2007)Fractional Differencing (1981)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)Estimation of Hurst exponent revisited (2006)Fractal Time Series—A Tutorial Review (2009)Interaction-dominant dynamics in human cognition: Beyond 1/ƒα fluctuation. (2010)Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models (2006)Short-term predictability of crude oil markets: A detrended fluctuation analysis approach (2008)
this work references cited by second hop

References

  • 2003Theory and applications of long-range dependence989 cited
  • 1999A wavelet-based joint estimator of the parameters of long-range dependence511 cited
  • 1997Quadratic variations and estimation of the local Hölder index of a Gaussian process357 cited
  • 2001Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths193 cited

Cited by

  • 2011Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: Comparison study with detrended fluctuation analysis and wavelet leaders112 cited
  • 2012The Abstract Expressionists and Les Automatistes: A shared multi-fractal depth?23 cited

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