Real harmonizable multifractional Lévy motions

DOI10.1016/j.anihpb.2003.11.001zbMath1041.60038OpenAlexW2046726868MaRDI QIDQ1434447

Céline Lacaux

Publication date: 4 August 2004

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2004__40_3_259_0

zbMATH Keywords

IdentificationLocal asymptotic self-similarityMultifractional function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sample path properties (60G17)

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