Non-Gaussianity of petrophysical parameters using <mml:math altimg="si6.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:mi>q</mml:mi></mml:math> entropy and a multifractal random walk

Z. Koohi Lai; S. Vasheghani Farahani; G.R. Jafari

doi:10.1016/j.physa.2012.03.040

Non-Gaussianity of petrophysical parameters using q entropy and a multifractal random walk

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2012.03.040 ◽

2012 ◽

Vol 391 (21) ◽

pp. 5076-5081 ◽

Cited By ~ 2

Author(s):

Z. Koohi Lai ◽

S. Vasheghani Farahani ◽

G.R. Jafari

Keyword(s):

Random Walk ◽

Petrophysical Parameters ◽

Multifractal Random Walk

3 The Multifractal Random Walk model 31

Statistical Inference in Multifractal Random Walk Models for Financial Time Series ◽

10.3726/978-3-653-00795-4/8 ◽

2016 ◽

Keyword(s):

Random Walk ◽

Random Walk Model ◽

Multifractal Random Walk

Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting

Stochastic Analysis and Applications ◽

10.1080/07362994.2010.503458 ◽

2010 ◽

Vol 28 (5) ◽

pp. 763-792 ◽

Cited By ~ 3

Author(s):

Laurent Duvernet

Keyword(s):

Random Walk ◽

Structure Function ◽

Multifractal Random Walk

Multifractal random walk

Physical Review E ◽

10.1103/physreve.64.026103 ◽

2001 ◽

Vol 64 (2) ◽

Cited By ~ 275

Author(s):

E. Bacry ◽

J. Delour ◽

J. F. Muzy

Keyword(s):

Random Walk ◽

Multifractal Random Walk

Exogenous shock and multifractal random walk

Evolutionary and Institutional Economics Review ◽

10.1007/s40844-018-0106-9 ◽

2018 ◽

Vol 16 (1) ◽

pp. 213-238 ◽

Cited By ~ 1

Author(s):

Koji Kuroda ◽

Jun-ichi Maskawa

Keyword(s):

Random Walk ◽

Exogenous Shock ◽

Multifractal Random Walk

Multifractal random walk in copepod behavior

Physica A Statistical Mechanics and its Applications ◽

10.1016/s0378-4371(01)00429-0 ◽

2001 ◽

Vol 301 (1-4) ◽

pp. 375-396 ◽

Cited By ~ 64

Author(s):

Francccois G. Schmitt ◽

Laurent Seuront

Keyword(s):

Random Walk ◽

Multifractal Random Walk

Statistical Inference in Multifractal Random Walk Models for Financial Time Series

10.3726/978-3-653-00795-4 ◽

2011 ◽

Cited By ~ 1

Author(s):

Cristina Sattarhoff

Keyword(s):

Time Series ◽

Random Walk ◽

Statistical Inference ◽

Financial Time Series ◽

Financial Time ◽

Multifractal Random Walk

A Multifractal Random-Walk Description of Atmospheric Turbulence: Small-Scale Multiscaling, Long-Tail Distribution, and Intermittency

Boundary-Layer Meteorology ◽

10.1007/s10546-019-00451-6 ◽

2019 ◽

Vol 172 (3) ◽

pp. 351-370 ◽

Cited By ~ 2

Author(s):

Lei Liu ◽

Fei Hu ◽

Shunxiang Huang

Keyword(s):

Random Walk ◽

Atmospheric Turbulence ◽

Small Scale ◽

Long Tail ◽

Tail Distribution ◽

Multifractal Random Walk

FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL

Mathematical Finance ◽

10.1111/j.1467-9965.2010.00458.x ◽

2010 ◽

Vol 22 (1) ◽

pp. 83-108 ◽

Cited By ~ 16

Author(s):

Jean Duchon ◽

Raoul Robert ◽

Vincent Vargas

Keyword(s):

Random Walk ◽

Random Walk Model ◽

Multifractal Random Walk ◽

Forecasting Volatility

Exact probability distribution function for multifractal random walk models of stocks

EPL (Europhysics Letters) ◽

10.1209/0295-5075/95/28007 ◽

2011 ◽

Vol 95 (2) ◽

pp. 28007 ◽

Cited By ~ 11

Author(s):

D. B. Saakian ◽

A. Martirosyan ◽

Chin-Kun Hu ◽

Z. R. Struzik

Keyword(s):

Distribution Function ◽

Random Walk ◽

Probability Distribution ◽

Probability Distribution Function ◽

Exact Probability ◽

Exact Probability Distribution ◽

Multifractal Random Walk

The skewed multifractal random walk with applications to option smiles

Quantitative Finance ◽

10.1088/1469-7688/2/4/306 ◽

2002 ◽

Vol 2 (4) ◽

pp. 303-314 ◽

Cited By ~ 32

Author(s):

Benoît Pochart ◽

Jean-Philippe Bouchaud

Keyword(s):

Random Walk ◽

Multifractal Random Walk