Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224)
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scientific article; zbMATH DE number 6860587
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| English | Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients |
scientific article; zbMATH DE number 6860587 |
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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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