Multifractal analysis of infinite products of stationary jump processes.

Mannersalo, Petteri, Norros, Ilkka, and Riedi, Rudolf H.. "Multifractal analysis of infinite products of stationary jump processes.." Journal of Probability and Statistics 2010 (2010): Article ID 807491, 26 p.-Article ID 807491, 26 p.. <http://eudml.org/doc/224923>.

@article{Mannersalo2010,
author = {Mannersalo, Petteri, Norros, Ilkka, Riedi, Rudolf H.},
journal = {Journal of Probability and Statistics},
keywords = {multifractal; martingale; multifractal spectrum; Poisson point process; multiplicative cascade},
language = {eng},
pages = {Article ID 807491, 26 p.-Article ID 807491, 26 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Multifractal analysis of infinite products of stationary jump processes.},
url = {http://eudml.org/doc/224923},
volume = {2010},
year = {2010},
}

TY - JOUR
AU - Mannersalo, Petteri
AU - Norros, Ilkka
AU - Riedi, Rudolf H.
TI - Multifractal analysis of infinite products of stationary jump processes.
JO - Journal of Probability and Statistics
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 807491, 26 p.
EP - Article ID 807491, 26 p.
LA - eng
KW - multifractal; martingale; multifractal spectrum; Poisson point process; multiplicative cascade
UR - http://eudml.org/doc/224923
ER -