Measuring the roughness of random paths by increment ratios

4 February 2008

Papers citing "Measuring the roughness of random paths by increment ratios"

2 / 2 papers shown

Title
$Nonparametric estimation of the local Hurst function of multifractional Gaussian processes$ Nonparametric estimation of the local Hurst function of multifractional Gaussian processes Jean‐Marc Bardet D. Surgailis 41 36 0 14 Oct 2010
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 94 53 0 22 Jul 2008