Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion (Q5443739)

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scientific article; zbMATH DE number 5238129
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Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion
scientific article; zbMATH DE number 5238129

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    Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion (English)
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    22 February 2008
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    multifractional Brownian motion
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    integrated fractional white noise
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    local asymptotic self-similarity
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    local estimator
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