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April 20, 2004 15:28 WSPC/WS-IJWMIP lashermesabrychainaisV1 International Journal of Wavelets, Multiresolution and Information Processing
 

Summary: April 20, 2004 15:28 WSPC/WS-IJWMIP lashermesabrychainaisV1
International Journal of Wavelets, Multiresolution and Information Processing
c World Scientific Publishing Company
NEW INSIGHTS INTO THE
ESTIMATION OF SCALING EXPONENTS
B. Lashermes, P. Abry
CNRS UMR 5672, Laboratoire de Physique. ENS Lyon, France
tel : 33 47272 8493, fax : 33 47272 8080,
blasherm@ens-lyon.fr, pabry@ens-lyon.fr, perso.ens-lyon.fr/patrice.abry
P. Chainais
ISIMA-LIMOS UMR 6158 - Universit´e Clermont-Ferrand II, Aubi`ere, France
tel : 33 47340 5367, fax : 33 47340 5001,
pchainai@isima.fr, www.isima.fr/chainais
Received Nov., the 30th, 2003
Revised April, the 19th, 2004
We study the statistical performance of multiresolution-based estimation procedures for
the scaling exponents of multifractal processes. These estimators rely on the computa-
tion of multiresolution quantities such as wavelet, increment or aggregation coefficients.
Estimates are obtained by linear fits performed in log of structure functions of order q
versus log of scale plots. Using various and recent types of multiplicative cascades and a

  

Source: Abry, Patrice - Laboratoire de Physique, Ecole Normale Supérieure de Lyon

 

Collections: Engineering