Apparent multifractality and scale-dependent distribution of data sampled from self-affine processes

Hydrological Processes

Volumn 25, Issue 11, 2011, Pages 1837-1840

  Neuman, Shlomo P ^a  

^a UNIVERSITY OF ARIZONA   (United States)

Author keywords

Fractional Brownian motion; Fractional levy motion; Heavy tailed distribution; Multifractality; Self affinity

Indexed keywords

EID: 79956014786     PISSN: 08856087     EISSN: 10991085     Source Type: Journal    
DOI: 10.1002/hyp.7967     Document Type: Note

References (5)

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3. Neuman SP. 2010a. Apparent/spurious multifractality of data sampled from fractional Brownian/Lévy motions. Hydrological Processes 24: 2056-2067. DOI: 10.1002/hyp.7611.
4. Neuman SP. 2010b. Apparent/spurious multifractality of absolute increments sampled from truncated fractional Gaussian/Lévy noise. Geophysical Research Letters 37: L09403. DOI: 10.1029/2010GL043314.
5. Samorodnitsky G, Taqqu MS. 1994. Stable Non-Gaussian Random Processes. Chapman & Hall: New York.