0312192 - ÚI 2009 RIV US eng J - Journal Article
Paluš, Milan
Bootstrapping Multifractals: Surrogate Data from Random Cascades on Wavelet Dyadic Trees.
[Znáhodňování multifraktálů pomocí dyadických kaskád diskrétních waveletových transformací.]
Physical Review Letters. Roč. 101, č. 13 (2008), 134101-1-134101-4. ISSN 0031-9007. E-ISSN 1079-7114
EU Projects: European Commission(XE) 517133 - BRACCIA
Grant - others:GA AV ČR(CZ) 1ET110190504
Institutional research plan: CEZ:AV0Z10300504
Keywords : multifractal * bootstrap * hypothesis testing
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 7.180, year: 2008 ; AIS: 3.298, rok: 2008
DOI: https://doi.org/10.1103/PhysRevLett.101.134101

Cited: 16

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--- KEYLOCK, C.J. Multifractal surrogate-data generation algorithm that preserves pointwise Holder regularity structure, with initial applications to turbulence. PHYSICAL REVIEW E. ISSN 2470-0045, MAR 13 2017, vol. 95, no. 3. [WOS]
--- BARANOWSKI, P. - KRZYSZCZAK, J. - SLAWINSKI, C. - HOFFMANN, H. - KOZYRA, J. - NIEROBCA, A. - SIWEK, K. - GLUZA, A. Multifractal analysis of meteorological time series to assess climate impacts. CLIMATE RESEARCH. ISSN 0936-577X, 2015, vol. 65, 31, p. 39-52. [WOS]
--- HIRATA, Y. - SHIRO, M. Detecting nonlinear stochastic systems using two independent hypothesis tests. PHYSICAL REVIEW E. ISSN 2470-0045, AUG 5 2019, vol. 100, no. 2. [WOS]
--- HAUFE, S. - EWALD, A. A Simulation Framework for Benchmarking EEG-Based Brain Connectivity Estimation Methodologies. BRAIN TOPOGRAPHY. ISSN 0896-0267, JUL 2019, vol. 32, no. 4, SI, p. 625-642. [WOS]
--- CHAVEZ, M. - CAZELLES, B. Detecting dynamic spatial correlation patterns with generalized wavelet coherence and non-stationary surrogate data. SCIENTIFIC REPORTS. ISSN 2045-2322, MAY 14 2019, vol. 9. [WOS]
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--- KEYLOCK, C.J. Gradual multifractal reconstruction of time-series: Formulation of the method and an application to the coupling between stock market indices and their Holder exponents. PHYSICA D-NONLINEAR PHENOMENA. ISSN 0167-2789, APR 1 2018, vol. 368, p. 1-9. [WOS]
Permanent Link: http://hdl.handle.net/11104/0163324