Navigating Scaling: Modelling and Analysing
Abstract
I. INTUITIONS, MODELS, TOOLS: (1) Intuitions, Definition, Applications; (2) Stochastic Models: Self-Similarity vs Multifractal; (3) Multiresolution Tools, Aggregation, Increments; (4) Wavelets, Continuous, Discrete. II. SECOND ORDER ANALYSIS, SELF SIMILARITY AND LONG MEMORY: (1) Random Walks, Self-Similarity, Long Memory; (2) 2nd Order Wavelet Statistical Analysis; (3) Estimation, Estimation Performance; (4) Robustness Against Non-Stationarities. III. HIGHER ORDER ANALYSIS, MULTIFRACTAL PROCESSES: (1) Multiplicative Cascades, Multifractal Processes; (2) Higher Order Wavelet Statistical Analysis; (3) Finiteness of Moments; (4) Estimation, Estimation Performance; (5) Negative Orders; (6) Beyond Power Laws.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 07, 2005
- Accession Number
- ADA433903
Entities
People
- B. Lashermes
- D. Veitch
- M. Taqqu
- N. Hohn
- P. Abry
- P. Borgnat
- P. Chainais
- P. Flandrin
- Patrícia Gonçalves
- R. Riedi
- S. Jaffard
- S. Roux
- V. Pipiras
Organizations
- École Normale Supérieure