Generic multifractality in exponentials of long memory processes

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

Volumn 74, Issue 1, 2006, Pages

  Saichev, A ^a,b   Sornette, D ^b,c  

^a LOBACHEVSKY STATE UNIVERSITY OF NIZHNY NOVGOROD   (Russian Federation)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITÉ CÔTE D'AZUR   (France)

Author keywords

[No Author keywords available]

Indexed keywords

FRACTALS; ROBUSTNESS (CONTROL SYSTEMS); SPECTRUM ANALYSIS; STOCHASTIC CONTROL SYSTEMS; ULTRAVIOLET RADIATION; WHITE NOISE;

MEMORY KERNEL; MULTIFRACTAL SPECTRUM; ROBUST PROPERTY; UNIVERSAL SCALING FUNCTION;

SHAPE MEMORY EFFECT;

EID: 33746242342     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.74.011111     Document Type: Article

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