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Estimation of parameters of a multifractal process

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  • Fabrice Gamboa
  • Jean-Michel Loubes

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  • Fabrice Gamboa & Jean-Michel Loubes, 2007. "Estimation of parameters of a multifractal process," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 383-407, August.
    • Handle: RePEc:spr:testjl:v:16:y:2007:i:2:p:383-407
    DOI: 10.1007/s11749-006-0015-9
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    References listed on IDEAS

    as
    1. Benassi, Albert & Cohen, Serge & Istas, Jacques, 1998. "Identifying the multifractional function of a Gaussian process," Statistics & Probability Letters, Elsevier, vol. 39(4), pages 337-345, August.
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