Bayesian Estimation of a Multifractal function
Fabrice Gamboa and Jean-Michel Loubes
Bernoulli Volume 1, Number 8, 2005.

Abstract

In this work we study estimation of a special kind of signal: multifractal functions. Such functions are used to study turbulence. If standard estimation methods do not suceed, we build bayesian estimate which rely on the multifractal structure of the signal. We provide rates of convergence for such estimators

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