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Linearization effect in multifractal analysis: Insights from Random Energy Model analysis
Multifractal analysis linearization effect compound Poisson motion
2011/3/3
The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of di...
Linearization effect in multifractal analysis: Insights from Random Energy Model analysis
Linearization effect multifractal analysis Random Energy Model analysis
2011/1/4
The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of di...