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    On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time

    From a theoretical perspective, scale invariance, or simply scaling, can fruitfully be modeled with classes of multifractal stochastic processes, designed from positive multiplicative martingales (or cascades)...

    Béatrice Vedel, Herwig Wendt, Patrice Abry… in Dependence in Probability and Statistics (2010)