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A new multifractal formalism based on the crossing-tree for H-sssi processes was recently introduced [1, 2]. The crossing-tree performs an ad-hoc decomposition of a signal based on its fluctuations, and thus represents a natural tool for the multifractal analysis of time series. The estimation of the Hausdorff spectrum happens in the context of a multifractal formalism, where the spectrum is obtained...
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