Author:
Bardet Jean-Marc,Surgailis Donatas
Funder
Research Council of Lithuania
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference24 articles.
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3. On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion;Ayache;Stochastic Process. Appl.,2004
4. Testing for the presence of self-similarity of Gaussian time series having stationary increments;Bardet;J. Time Ser. Anal.,2000
5. Measuring the roughness of random paths by increment ratios;Bardet;Bernoulli,2011
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