| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154234 | Statistics & Probability Letters | 2009 | 8 Pages |
Abstract
Multiscaling properties are typically described by multifractal random measures or multifractal random walks which are characterized by a nonlinear scaling function. In this paper we discuss statistical issues related to the estimation of this function based on the empirical structure function and provide approximate confidence intervals in certain cases.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Carenne Ludeña,