Identifying the multifractional function of a Gaussian process
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Publication:1273015
DOI10.1016/S0167-7152(98)00078-9zbMath0931.60022MaRDI QIDQ1273015
Albert Benassi, Serge Cohen, Jacques Istas
Publication date: 2 March 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
identification; fractional Brownian motion; Gaussian process; quadratic variation; multifractional function
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