Wavelet Techniques in Multifractal Analysis

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EEG microstate sequences in healthy humans at rest reveal scale-free dynamics (2010, methodology): “Wavelet leaders (80) allow us to estimate the structure function in a stable way even for negative powers q.”
p-exponent and p-leaders, Part II: Multifractal Analysis. Relations to Detrended Fluctuation Analysis (2015, methodology): “and from (11) the definition of the classical Hölder exponent [19] |X(a+ x0)− Px0(a+ x0)| ∼ C|a|0, |a| → 0.”
Wavelet Leaders in Multifractal Analysis (2006, methodology): “If p < 0, then ζ(4) f (p) cannot be given any more a function space interpretation; however, one can prove that it is still independent of the wavelet basis (in the Schwartz class), by using the same arguments as those developed in [29] in order to prove that ζ(3) f (p) is robust.”