Chapman and Hall/CRC
Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation
INTRODUCTION AND PRELIMINARIES. Motivation and Background. Properties and Dimensions of Sets. Large Deviations. MULTIFRACTAL FORMALISM USING LARGE DEVIATIONS. The Multifractal Formalism. Lattice Based Multifractals. Point Centred Multifractals. Cascade Processes. ESTIMATION OF THE CORRELATION DIMENSIONS. Interpoint Distances of Order q and Intrinsic Bias. Estimation of the Correlation Dimensions. Extrinsic Sources of Bias. Case Studies. Bibliography.