Estimation of the global regularity of a multifractional Brownian motion (Q505570)
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scientific article; zbMATH DE number 6678125
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| English | Estimation of the global regularity of a multifractional Brownian motion |
scientific article; zbMATH DE number 6678125 |
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Estimation of the global regularity of a multifractional Brownian motion (English)
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26 January 2017
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multifractional Brownian motion
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global regularity
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estimation
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consistency
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Hurst parameter
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power variation
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0.8364711999893188
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0.8348836302757263
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0.8012359142303467
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0.7991024851799011
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0.7956367135047913
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