Existence test of moments : Application to multifractal analysis
نویسندگان
چکیده
The scope of this paper is to present a wavelet-based technique aimed at determining the range of existence for the moments of arbitrary random variables. Our work relies on the characterization of the local Hölder regularity of the characteristic function, as an indicator of the interval bounds under interest. Our motivation stems from multifractal analysis of processes.
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تاریخ انتشار 2000