Improved moment scaling estimation for multifractal signals
A fundamental problem in the analysis of multifractal processes is to estimate the scaling exponent <i>K(q)</i> of moments of different order <i>q</i> from data. Conventional estimators use the empirical moments <i><html&am...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2009-11-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/16/641/2009/npg-16-641-2009.pdf |