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Nonparametric estimation of the local
Hurst
function
of multifractional Gaussian processes
Bardet, Jean-Marc
;
Surgailis, Donatas
- In:
Stochastic Processes and their Applications
123
(
2013
)
3
,
pp. 1004-1045
A new nonparametric estimator of the local
Hurst
function
of a multifractional Gaussian process based on the increment …
Persistent link: https://www.econbiz.de/10010608632
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