Intermittent process analysis with scattering moments

Annals of Statistics

Volumn 43, Issue 1, 2015, Pages 323-351

  Bruna, B Y Joan ^a,b   Mallat, S Téphane ^a,c   Bacry, Emmanuel ^a,d   Muzy, Jean F Rançois ^a,d  

^a NEW YORK UNIVERSITY   (United States)

^b NEW YORK UNIVERSITY   (United States)

^c ECOLE NORMALE SUPÉRIEURE   (France)

^d ECOLE POLYTECHNIQUE   (France)

Author keywords

Generalized method of moments; Intermittency; Multifractal; Spectral analysis; Wavelet analysis

Indexed keywords

EID: 84922511550     PISSN: 00905364     EISSN: 21688966     Source Type: Journal    
DOI: 10.1214/14-AOS1276     Document Type: Article

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