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

Sébastien 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]

@inproceedings{CombrexelleWAT016,
  title = {Bayesian estimation for the local assessment of the multifractality parameter of multivariate time series},
  author = {Sébastien Combrexelle and Herwig Wendt and Yoann Altmann and Jean-Yves Tourneret and Stephen McLaughlin 0003 and Patrice Abry},
  year = {2016},
  doi = {10.1109/EUSIPCO.2016.7760502},
  url = {http://dx.doi.org/10.1109/EUSIPCO.2016.7760502},
  researchr = {https://researchr.org/publication/CombrexelleWAT016},
  cites = {0},
  citedby = {0},
  pages = {1518-1522},
  booktitle = {24th European Signal Processing Conference, EUSIPCO 2016, Budapest, Hungary, August 29 - September 2, 2016},
  publisher = {IEEE},
  isbn = {978-0-9928-6265-7},
}