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Estimation of the Pointwise H\"older Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients - MaRDI portal

Estimation of the Pointwise H\"older Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients

From MaRDI portal
Publication:6268446

DOI10.1007/S11203-016-9145-1arXiv1512.05054MaRDI QIDQ6268446

Henry Schellhorn, Qidi Peng, Sixian Jin

Publication date: 16 December 2015




Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)








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