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Bayesian estimation for the multifractality parameter

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Academic year: 2021

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Fig. 1. Top: Quantile plots of log 2 (l X (j = 3, ·)) against standard Normal. Bottom: covariance estimates (in red) and model (in blue) as functions of log 2 (∆ k /N 2 j 1 ) for scales j 1 = 2 to j 2 = 4 (1000 realizations of length N = 2 9 ; ln(2) factor

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