Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (Q5408474)
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scientific article; zbMATH DE number 6282475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method |
scientific article; zbMATH DE number 6282475 |
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Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (English)
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10 April 2014
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increment ratio statistic
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fractional Brownian motion
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local estimation
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multifractional Brownian motion
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wavelet series representation
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