Pages that link to "Item:Q1979895"
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The following pages link to Regularity of multifractional moving average processes with random Hurst exponent (Q1979895):
Displaying 4 items.
- Moving average multifractional processes with random exponent: lower bounds for local oscillations (Q2668496) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics (Q6554450) (← links)
- Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions (Q6569969) (← links)