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Local times of multifractional Brownian sheets

Local times of multifractional Brownian sheets

24 October 2008
M. Meerschaert
Dongsheng Wu
Yimin Xiao
ArXiv (abs)PDFHTML

Papers citing "Local times of multifractional Brownian sheets"

2 / 2 papers shown
Estimation of the multifractional function and the stability index of
  linear multifractional stable processes
Estimation of the multifractional function and the stability index of linear multifractional stable processes
Thi To Nhu Dang
155
2
0
22 Nov 2017
Uniformly and strongly consistent estimation for the Hurst function of a
  Linear Multifractional Stable Motion
Uniformly and strongly consistent estimation for the Hurst function of a Linear Multifractional Stable Motion
Antoine Ayache
Julien Hamonier
190
1
0
12 Jul 2014
1
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