ESAIM: Probability and Statistics (ESAIM: P&S)

Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method

Pierre Raphaël Bertrand, Mehdi Fhima and Arnaud Guillin

ESAIM: PS, 17 (2013) 307-327

Published online: 17 May 2013

DOI: 10.1051/ps/2011154

Pierre Raphaël Bertrand

Mehdi Fhima

Arnaud Guillin

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