Extreme values and fat tails of multifractal fluctuations

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 73, Issue 6, 2006, Pages

  Muzy, J F ^a   Bacry, E ^b   Kozhemyak, A ^b  

^a UNIVERSITÉ DE CORSE   (France)

^b CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL METHODS; PROBABILITY DENSITY FUNCTION; PROBLEM SOLVING; STATISTICS; VAPORIZATION;

ESTIMATORS; MULTIFRACTAL FORMALISM; MULTIFRACTAL PROCESS;

FRACTALS;

EID: 33745040989     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.73.066114     Document Type: Article

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