EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Gaussian processes Identification Multifractional function"
Narrow search

Narrow search

Year of publication
Subject
All
Gaussian processes Identification Multifractional function 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Benassi, Albert 1 Cohen, Serge 1 Istas, Jacques 1
Published in...
All
Statistics & Probability Letters 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Identifying the multifractional function of a Gaussian process
Benassi, Albert; Cohen, Serge; Istas, Jacques - In: Statistics & Probability Letters 39 (1998) 4, pp. 337-345
Gaussian processes that are multifractional are studied in this paper. By multifractional processes we mean that they behave locally like a fractional Brownian motion, but the fractional index is no more a constant: it is a function. We introduce estimators of this multifractional function based...
Persistent link: https://www.econbiz.de/10005254131
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...