Articles citing this article

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Cited article:

Structured multifractal scaling of the principal cryptocurrencies: Examination using a self‐explainable machine learning

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Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning

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Chaos: An Interdisciplinary Journal of Nonlinear Science 32 (8) (2022)
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Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach

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Infinite Dimensional Analysis, Quantum Probability and Related Topics 23 (01) 2050007 (2020)
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Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients

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Statistical Inference for Stochastic Processes 21 (1) 113 (2018)
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Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models

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Risk and Decision Analysis 7 (1-2) 31 (2018)
https://doi.org/10.3233/RDA-180136

Do Sentiment and Exchange Rate Share Memories? An Application of Multifractional Process Modeling

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SSRN Electronic Journal (2017)
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Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates

Matthieu Garcin
Physica A: Statistical Mechanics and its Applications 483 462 (2017)
https://doi.org/10.1016/j.physa.2017.04.122

Local times for multifractional Brownian motion in higher dimensions: A white noise approach

Wolfgang Bock, José Luís da Silva and Herry P. Suryawan
Infinite Dimensional Analysis, Quantum Probability and Related Topics 19 (04) 1650026 (2016)
https://doi.org/10.1142/S0219025716500260