Nonparametric estimation of the local Hurst function of multifractional Gaussian processes (Q1940241): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2028620163 / rank | |||
Normal rank | |||
Revision as of 18:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the local Hurst function of multifractional Gaussian processes |
scientific article |
Statements
Nonparametric estimation of the local Hurst function of multifractional Gaussian processes (English)
0 references
6 March 2013
0 references
tangent process
0 references
multifractional Brownian motion
0 references
Gaussian process
0 references
central limit theorem
0 references
