Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method

Author： Bertrand Pierre Raphaël Fhima Mehdi Guillin Arnaud

E-ISSN： 1262-3318|17|issue|307-327

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.17, Iss.issue, 2013-05, pp. : 307-327

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