Fractal and multifractal descriptors restore ergodicity broken by non-Gaussianity in time series
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DOI: 10.1016/j.chaos.2022.112568
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- Kelty-Stephen, Damian G. & Mangalam, Madhur, 2023. "Multifractal descriptors ergodically characterize non-ergodic multiplicative cascade processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 617(C).
- Kelty-Stephen, Damian G. & Mangalam, Madhur, 2024. "Additivity suppresses multifractal nonlinearity due to multiplicative cascade dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 637(C).
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Keywords
Causality; Far-from-equilibrium; Heterogeneity; Lognormality; Nonequilibrium; Stationarity;All these keywords.
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