Nonparametric estimation of the local Hurst function of multifractional Gaussian processes (Q1940241): Difference between revisions

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Nonparametric estimation of the local Hurst function of multifractional Gaussian processes
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    Nonparametric estimation of the local Hurst function of multifractional Gaussian processes (English)
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    6 March 2013
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    tangent process
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    multifractional Brownian motion
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    Gaussian process
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    central limit theorem
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