2018
Assessing Cross-Dependencies Using Bivariate Multifractal Analysis
Herwig Wendt, Roberto F. Leonarduzzi, Patrice Abry, Stéphane G. Roux, Stéphane Jaffard, Stéphane Seuret
ICASSP 2018accepted
Multifractal analysis, notably with its recent wavelet-leader based formulation, has nowadays become a reference tool to characterize scale-free temporal dynamics in time series. It proved successful in numerous applications very diverse in nature. However, such successes remained restricted to univ…