Nonparametric estimation of the local Hurst function of multifractional Gaussian processes (Q1940241)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the local Hurst function of multifractional Gaussian processes |
scientific article |
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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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