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Estimation du paramètre de multifractalité : régression linéaire, maximum de vraisemblance ou inférence Bayésienne ?

Abstract : Multifractal has nowadays become a standard tool in modern signal and image processing, mostly used to characterize scale-free spatial or temporal dynamics. While multifractality parameter estimation can be performed using well-documented procedures, it remains a challenging task for small sample-size observations. This works studies Expectation-Maximization estimators for the multifractality parameter and compares, by Monte Carlo simulations, their performance against state-of-the-art estimators for univariate small sample size time series.
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https://hal.archives-ouvertes.fr/hal-03735524
Contributor : Herwig Wendt Connect in order to contact the contributor
Submitted on : Thursday, July 21, 2022 - 2:27:52 PM
Last modification on : Thursday, August 25, 2022 - 3:47:46 AM

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  • HAL Id : hal-03735524, version 1

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Lorena Leon Arencibia, Herwig Wendt, Jean-Yves Tourneret, Patrice Abry. Estimation du paramètre de multifractalité : régression linéaire, maximum de vraisemblance ou inférence Bayésienne ?. XXVIIIème Colloque Francophone de Traitement du Signal et des Images (GRETSI 2022), Sep 2022, Nancy, France. ⟨hal-03735524⟩

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