The Double Trace Moment method for the estimation of parameters of universal multifractal measures is revisited. It is found that the method applies strictly to bare measures but is approximate for dressed measures, which are the only observable ones. The approximation stems from the fact that the double dressed moments used by the method do not scale as required to produce unbiased estimates of the parameters. Modified moments are proposed, which correctly scale for both bare and dressed measures. The original and modified methods are compared theoretically and numerically. Conditions under which the original method gives accurate and heavily biased estimates are identified.
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Veneziano et al. (1999) studied this question.
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