Estimation of the multifractional function and the stability index of linear multifractional stable processes (Q5110206)

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scientific article; zbMATH DE number 7201337
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Estimation of the multifractional function and the stability index of linear multifractional stable processes
scientific article; zbMATH DE number 7201337

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    Estimation of the multifractional function and the stability index of linear multifractional stable processes (English)
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    18 May 2020
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    stable processes
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    multifractional processes
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    negative power variations
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    multifractional function
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