Bayesian estimation for the local assessment of the multifractality parameter of multivariate time series

S├ębastien Combrexelle, Herwig Wendt, Yoann Altmann, Jean-Yves Tourneret, Stephen McLaughlin 0003, Patrice Abry. Bayesian estimation for the local assessment of the multifractality parameter of multivariate time series. In 24th European Signal Processing Conference, EUSIPCO 2016, Budapest, Hungary, August 29 - September 2, 2016. pages 1518-1522, IEEE, 2016. [doi]

Abstract

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