Charles-Gérard Lucas

Counting the Number of Different Scaling Exponents in Multivariate Scale-Free Dynamics: Clustering by Bootstrap in the Wavelet Domain

Multivariate selfsimilarity has become a classical tool to analyze collections of time series recorded jointly on one same system. Often, it amounts to estimating as many scaling exponents as time series. However, this leaves open the important question how many such scaling exponents are actually d…