Multifractality tests using bootstrapped wavelet leaders

IEEE Transactions on Signal Processing

Volumn 55, Issue 10, 2007, Pages 4811-4820

  Wendt, Herwig ^a   Abry, Patrice ^a  

^a UNIVERSITÉ DE LYON   (France)

Author keywords

Bootstrap; Hypothesis test; Multifractal analysis; Wavelet leaders

Indexed keywords

ESTIMATION; MATHEMATICAL MODELS; MONTE CARLO METHODS; RANDOM PROCESSES; STATISTICS; WAVELET ANALYSIS;

BOOTSTRAPPED WAVELET LEADERS; HYPOTHESIS TEST; MULTIFRACTAL ANALYSIS;

FRACTALS;

EID: 35148894919     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2007.896269     Document Type: Article

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