Multifractal Processes
نویسنده
چکیده
This paper has two main objectives. First, it develops the multifractal formalism in a context suitable for both, measures and functions, deterministic as well as random, thereby emphasizing an intuitive approach. Second, it carefully discusses several examples, such as the binomial cascades and self-similar processes with a special eye on the use of wavelets. Particular attention is given to a novel class of multifractal processes which combine the attractive features of cascades and self-similar processes. Statistical properties of estimators as well as modelling issues are addressed. AMS Subject classification: Primary 28A80; secondary 37F40.
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تاریخ انتشار 1999