Local estimation of the Hurst index of multifractional brownian motion by increment ratio statistic method
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Date
2013
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- handle: 10670/1.5vm1a2
- PS_2013__17__307_0
- oai:numdam.org:PS_2013__17__307_0
- citation: ESAIM: Probability and Statistics, 17 (2013) p 307-327
- MR 3066382
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1292-8100
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Pierre Raphaël Bertrand et al., « Local estimation of the Hurst index of multifractional brownian motion by increment ratio statistic method », ESAIM: Probability and Statistics, ID : 10670/1.5vm1a2
