most citedAn Empirical Method to Measure Stochasticity and Multifractality in Nonlinear Time Series

4 citations · 4 across the 1 of their papers we have counts for

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1 paper

q-fin.ST2014★ 4 cited

An Empirical Method to Measure Stochasticity and Multifractality in Nonlinear Time Series

Chih-Hao Lin, Chia-Seng Chang, Sai-Ping Li

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of…