Estimation of the global regularity of a multifractional Brownian motion (Q505570)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the global regularity of a multifractional Brownian motion |
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Estimation of the global regularity of a multifractional Brownian motion (English)
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26 January 2017
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multifractional Brownian motion
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global regularity
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estimation
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consistency
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Hurst parameter
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power variation
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