A box-counting red herring

Abstract Box counting is commonly used as a method to determine the multifractal spectrum of measured time series. Here we show that δ -correlated signals, having an (hyper)exponential amplitude distribution, can generate a spurious detection of multifractality. The situation becomes even worse for nonlinearly-filtered, linear autoregressive processes. Care should thus be exerted when claiming the presence of multifractality in measured data.