Numerical investigation of apparent multifractality of samples from processes subordinated to truncated fBm

Author:

Guadagnini Alberto1,Neuman Shlomo P.2,Riva Monica1

Affiliation:

1. Dipartimento di Ingegneria Idraulica, Ambientale, Infrastrutture Viarie e Rilevamento, Politecnico di Milano; Milano; Italy

2. Department of Hydrology and Water Resources; University of Arizona; Tucson; AZ; USA

Publisher

Wiley

Subject

Water Science and Technology

Reference71 articles.

1. The expected number of level crossings for stationary, harmonisable, symmetric, stable processes;Adler;The Annals of Applied Probability,1993

2. Excursion sets of stable random fields;Adler;Advances in Applied Probability,2010

3. Twenty-five years of multifractals in fully developed turbulence: a tribute to Giovanni Paladin;Boffetta;Jour. Phys. A: Math. and Theory,2008

4. Apparent multifractality in financial time series;Bouchaud;Eur. Phys. J. B,2000

5. Velocity probability density functions of high Reynolds number turbulence;Castaing;Physica D,1990

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