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Linear processes in high dimensions: Phase space and critical properties.
Mastromatteo I, Bacry E, Muzy JF. Mastromatteo I, et al. Among authors: muzy jf. Phys Rev E Stat Nonlin Soft Matter Phys. 2015 Apr;91(4):042142. doi: 10.1103/PhysRevE.91.042142. Epub 2015 Apr 29. Phys Rev E Stat Nonlin Soft Matter Phys. 2015. PMID: 25974473
Multifractal random walk.
Bacry E, Delour J, Muzy JF. Bacry E, et al. Among authors: muzy jf. Phys Rev E Stat Nonlin Soft Matter Phys. 2001 Aug;64(2 Pt 2):026103. doi: 10.1103/PhysRevE.64.026103. Epub 2001 Jul 17. Phys Rev E Stat Nonlin Soft Matter Phys. 2001. PMID: 11497647
Extreme values and fat tails of multifractal fluctuations.
Muzy JF, Bacry E, Kozhemyak A. Muzy JF, et al. Phys Rev E Stat Nonlin Soft Matter Phys. 2006 Jun;73(6 Pt 2):066114. doi: 10.1103/PhysRevE.73.066114. Epub 2006 Jun 12. Phys Rev E Stat Nonlin Soft Matter Phys. 2006. PMID: 16906921
19 results