Multifractal Analysis of Infinite Products of Stationary Jump Processes
There has been a growing interest in constructing stationary measures with known multifractal properties. In an earlier paper, the authors introduced the multifractal products of stochastic processes (MPSP) and provided basic properties concerning convergence, nondegeneracy, and scaling of moments....
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2010-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2010/807491 |
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