Serva, M.; Fulco, U.L.; Gléria, I.M.; Lyra, M.L.; … - In: Physica A: Statistical Mechanics and its Applications 363 (2006) 2, pp. 393-403
We address the general problem of how to quantify the kinematics of time series with stationary first moments but having non stationary multifractal long-range correlated second moments. We show that a Markov process is sufficient to model important aspects of the multifractality observed in...