| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481084 | Physica A: Statistical Mechanics and its Applications | 2011 | 18 Pages |
Abstract
⺠We introduce and test a generalized binomial multifractal model. ⺠In the model persistence and multifractality strength can be tuned separately. ⺠Block shuffling allows one to destroy correlations selectively on certain scales. ⺠MF-CMA is a simple and robust method to study multifractal scaling in time series. ⺠Spurious multifractality can arise from monofractal data and data with trends.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Aicko Y. Schumann, Jan W. Kantelhardt,