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Integer-valued multifractal processes
DOI:10.1016/j.chaos.2025.117277.png)
Abstract
En 中文
• Multifractality for integer-valued processes is defined using thinning operators. • Compound Poisson process is time-changed with multifractal clock. • Examples are constructed and the scaling of moments is established.
Journal
C
IF:
0
Papers:
851
Citations:
1
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