𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the wavelet analysis for multifractal sets

✍ Scribed by J. -M. Ghez; S. Vaienti

Publisher
Springer
Year
1989
Tongue
English
Weight
226 KB
Volume
57
Category
Article
ISSN
0022-4715

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Wavelet based approach to cluster analys
Wavelet based approach to cluster analysis. Application on low dimensional data sets
✍ Xavier Otazu; Oriol Pujol πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 460 KB

In this paper, we present a wavelet based approach which tries to automatically find the number of clusters present in a data set, along with their position and statistical properties. The only information supplied to the method is the data set to analyze and a confidence level parameter. Most of th

Analysis of the efficiency and multifrac
Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis
✍ Yudong Wang; Yu Wei; Chongfeng Wu πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 398 KB

In this paper, we investigate the efficiency and multifractality of a gold market based on multifractal detrended fluctuation analysis. Our evidence shows that the gold return series are multifractal both for time scales smaller than a month and for time scales larger than a month. For time scales s