Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients |
scientific article |
Statements
Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (English)
0 references
16 April 2018
0 references
pointwise Hölder exponent
0 references
multifractional process
0 references
wavelet coefficients
0 references
parametric estimation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references