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Bayesian estimation for the local assessment of the multifractality parameter of multivariate time series

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Academic year: 2021

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Open Archive TOULOUSE Archive Ouverte (OATAO)

OATAO is an open access repository that collects the work of Toulouse researchers and makes it freely available over the web where possible.

This is an author-deposited version published in : http://oatao.univ-toulouse.fr/

Eprints ID : 17202

The contribution was presented at EUSIPCO 2016 :

http://www.eusipco2016.org/

To cite this version : Combrexelle, Sébastien and Wendt, Herwig and Altmann, Yoann and Tourneret, Jean-Yves and Mclaughlin, Stephen and Abry, Patrice

Bayesian estimation for the local assessment of the multifractality parameter of multivariate time series. (2016) In: 24th European Signal Processing Conference

(EUSIPCO 2016), 29 August 2016 - 2 September 2016 (Budapest, Hungary).

Any correspondence concerning this service should be sent to the repository administrator: [email protected]

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