- A
multifractal system is a
generalization of a
fractal system in
which a
single exponent (the
fractal dimension) is not
enough to
describe its dynamics;...
-
application of
statistical methods to
economic data), the Markov-switching
multifractal (MSM) is a
model of ****et
returns developed by
Laurent E.
Calvet and...
- the Koch snowflake.
Qualitative self-similarity: as in a time
series Multifractal scaling:
characterized by more than one
fractal dimension or scaling...
-
studies of parti****tion
numbers obtained by
exact diagonalization,
multifractal properties,
level statistics and many others.
Especially fruitful is...
- α(q){\displaystyle \alpha (q)}. DFA is the
special case
where q=2{\displaystyle q=2}.
Multifractal systems scale as a
function Fq(n)∝nα(q){\displaystyle F_{q}(n)\propto...
-
dynamics he is
known for
having introduced,
together with
Uriel Frisch,
multifractal models to
describe the
phenomenon of
intermittency in
turbulent flows...
- {\displaystyle D={\frac {d\ \log(L(k))}{d\ \log(k)}}}
Lyapunov dimension Multifractal dimensions: a
special case of Rényi
dimensions where scaling behaviour...
- 1 {\displaystyle H_{q}=1} for q ≥ α {\displaystyle q\geq \alpha } .
Multifractal detrended fluctuation analysis is one
method to
estimate H ( q ) {\displaystyle...
- Calvet, L. E. (1997). A
multifractal model of ****et returns. 3.2 The
Binomial Measure is the
Simplest Example of a
Multifractal Except the
trivial case...
-
Missouri Morehouse School of Medicine, Atlanta,
Georgia Markov switching multifractal, a
model of ****et
returns Method of
simulated moments, in econometrics...
