Nonparametric estimation of the local Hurst function of multifractional Gaussian processes (Q1940241)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6142017
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonparametric estimation of the local Hurst function of multifractional Gaussian processes |
scientific article; zbMATH DE number 6142017 |
Statements
Nonparametric estimation of the local Hurst function of multifractional Gaussian processes (English)
0 references
6 March 2013
0 references
tangent process
0 references
multifractional Brownian motion
0 references
Gaussian process
0 references
central limit theorem
0 references
0.88906705
0 references
0.8843297
0 references
0.8773667
0 references
0 references
0.87497324
0 references
0.87463284
0 references
0.8737502
0 references
