34 citations · 43 across the 2 of their papers we have counts for
2 papers
q-fin.ST2008★ 9 cited
Log-Normal continuous cascades: aggregation properties and estimation. Application to financial time-series
E. Bacry, A. Kozhemyak, J. -F. Muzy
Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this m…
physics.data-an2007★ 34 cited
Uncovering latent singularities from multifractal scaling laws in mixed asymptotic regime. Application to turbulence
J. F. Muzy, E. Bacry, R. Baile +1
In this paper we revisit an idea originally proposed by Mandelbrot about the possibility to observe ``negative dimensions'' in random multifractals. For that purpose, we define a n…