$Local estimation of the Hurst index of multifractional Brownian motion by Increment Ratio Statistic method$

Local estimation of the Hurst index of multifractional Brownian motion by Increment Ratio Statistic method

23 October 2010

Papers citing "Local estimation of the Hurst index of multifractional Brownian motion by Increment Ratio Statistic method"

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$Estimation of the Pointwise Hölder Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients$

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16 Dec 2015