Phys. Rev. Lett. 101, 134101 (2008) [4 pages]Bootstrapping Multifractals: Surrogate Data from Random Cascades on Wavelet Dyadic TreesReceived 30 March 2007; revised 21 June 2008; published 25 September 2008 A method for random resampling of time series from multiscale processes is proposed. Bootstrapped series—realizations of surrogate data obtained from random cascades on wavelet dyadic trees—preserve the multifractal properties of input data, namely, interactions among scales and nonlinear dependence structures. The proposed approach opens the possibility for rigorous Monte Carlo testing of nonlinear dependence within, with, between, or among time series from multifractal processes. © 2008 The American Physical Society URL:
http://link.aps.org/doi/10.1103/PhysRevLett.101.134101
DOI:
10.1103/PhysRevLett.101.134101
PACS:
05.45.Tp, 05.45.Df, 89.75.Da
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