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

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

16 December 2015

Papers citing "Estimation of the Pointwise Hölder Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients"

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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 138 36 0 14 Oct 2010