Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077): Difference between revisions

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+On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
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+Testing for the Presence of Self-Similarity of Gaussian Time Series Having Stationary Increments
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+DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
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+Identification of multifractional Brownian motion
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