Identification of multifractional Brownian motion

Bernoulli

Volumn 11, Issue 6, 2005, Pages 987-1008

  Coeurjolly, Jean François ^a  

^a UNIV GRENOBLE ALPES   (France)

Author keywords

Filtering; Fractional brownian motion; Functional estimation; Multifractional Brownian motion

Indexed keywords

EID: 33947392024     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1137421637     Document Type: Article

References (16)

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