Asymptotic distribution of time-series intermittency estimates: applications to economic and clinical data

David R. Bickel، نويسنده , , Dejian Lai، نويسنده ,

روزنامه با شماره پیاپی سال 2001

13

419

431

Multifractal scaling , random walk , Stock market data , Heart rate data , Intermittency , Time series analysis

Computational Statistics and Data Analysis

2001

Computational Statistics and Data Analysis

307515