Regularity of multifractional moving average processes with random Hurst exponent (Q1979895)
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scientific article; zbMATH DE number 7390665
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| English | Regularity of multifractional moving average processes with random Hurst exponent |
scientific article; zbMATH DE number 7390665 |
Statements
Regularity of multifractional moving average processes with random Hurst exponent (English)
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3 September 2021
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multifractional Brownian motion
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random Hölder exponent
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Matérn process
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local self-similarity
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random field
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0.91326374
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0.87832296
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0.8775842
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0.8765956
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0.87176454
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0.87012976
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0.8692944
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