On roughness indices for fractional fields
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Publication:1769780
DOI10.3150/bj/1082380223zbMath1062.60052OpenAlexW2051218098MaRDI QIDQ1769780
Serge Cohen, Jacques Istas, Albert Benassi
Publication date: 30 March 2005
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1082380223
Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Self-similar stochastic processes (60G18)
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Cites Work
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- Zero-one laws for infinitely divisible probability measures on groups
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