A box-counting red herring

Box counting is commonly used as a method to determine the multifractal spe ctrum of measured time series. Here we show that delta-correlated signals, having an (hyper)exponential amplitude distribution, can generate a spuriou s detection of multifractality. The situation becomes even worse for nonlin early-filtered, Linear autoregressive processes. Care should thus be exerte d when claiming the presence of multifractality in measured data. (C) 2000 Elsevier Science B.V. All rights reserved.