Quadratic variations and estimation of the local Hölder index of a Gaussian process

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 33, Issue 4, 1997, Pages 407-436

  Istas, Jacques ^a   Lang, Gabriel ^b,c  

^a CEMAGREF   (France)

^b CNRS   (France)

^c AGROPARISTECH   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031521238     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(97)80099-4     Document Type: Article

References (24)

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