Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224)

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Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients
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    Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (English)
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    16 April 2018
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    pointwise Hölder exponent
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    multifractional process
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    wavelet coefficients
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    parametric estimation
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