Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ Repository of the Cz...arrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
Repository of the Czech Academy of Sciences
Article . 2008
Data sources: Repository of the Czech Academy of Sciences
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Physical Review Letters
Article . 2008 . Peer-reviewed
License: APS Licenses for Journal Article Re-use
Data sources: Crossref
Physical Review Letters
Article . 2008
Data sources: Europe PubMed Central
Physical Review Letters
Article
Data sources: Microsoft Academic Graph
 View all 3 versions
Claim

This Research product is the result of merged Research products in OpenAIRE.

You have already added 0 works in your ORCID record related to the merged Research product.

Bootstrapping Multifractals: Surrogate Data from Random Cascades on Wavelet Dyadic Trees

descriptionPublicationkeyboard_double_arrow_right Article 25 Sep 2008 English Publisher:American Physical Society (APS)Journal:Physical Review Letters, volume 101 (issn: 0031-9007, eissn: 1079-7114, Copyright policy )
Authors: Paluš, M. (Milan);

doi: 10.1103/physrevlett.101.134101

pmid: 18851452

handle: 11104/0163324

Bootstrapping Multifractals: Surrogate Data from Random Cascades on Wavelet Dyadic Trees

Abstract

A method for random resampling of time series from multiscale processes is proposed. Bootstrapped series--realizations of surrogate data obtained from random cascades on wavelet dyadic trees--preserve the multifractal properties of input data, namely, interactions among scales and nonlinear dependence structures. The proposed approach opens the possibility for rigorous Monte Carlo testing of nonlinear dependence within, with, between, or among time series from multifractal processes.

Related Organizations
Keywords

hypothesis testing, bootstrap, multifractal

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 24
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
24
Average
Top 10%
Average
Green