Identification of multifractional Brownian motion
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Publication:850716
DOI10.3150/bj/1137421637zbMath1098.62109OpenAlexW2100514852MaRDI QIDQ850716
Publication date: 6 November 2006
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1137421637
Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65)
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