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Numerical methods for the estimation of multifractal singularity spectra on sampled data: A comparative study
2 references·8 citing·34 second hop
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this work references cited by second hop

References

  • 1991Wavelets and multifractal formalism for singular signals: Application to turbulence data786 cited
  • 2000Modelling fluctuations of financial time series: from cascade process to stochastic volatility model301 cited

Cited by

  • 2011Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: Comparison study with detrended fluctuation analysis and wavelet leaders112 cited
  • 2009Spatiotemporal symmetry and multifractal structure of head movements during dyadic conversation.101 cited
  • 2011Multifractal moving average analysis and test of multifractal model with tuned correlations96 cited
  • 2007Microcanonical multifractal formalism—a geometrical approach to multifractal systems: Part I. Singularity analysis96 cited
  • 2012Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series83 cited
  • 2017MULTIFRACTAL CROSS WAVELET ANALYSIS73 cited
  • 2010Studying the Time Scale Dependence of Environmental Variables Predictability Using Fractal Analysis60 cited
  • 2016Dynamic Econometric Models14 cited

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