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On the local time of multifractional Brownian motion
1 references·0 citing·6 second hopsampled
On the local time of multifractional Brownian motion (2006)On the local time of multifractional Brow…The covariance structure of multifractional Brownian motion, with application to long range dependence (2002)The covariance structure of m…On the spectrum of fractional Brownian motions (1989)Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Processes (1997)Fractional Brownian fields, duality, and martingales (2006)Stochastic 2-microlocal analysis (2008)Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (2011)
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  • 2002The covariance structure of multifractional Brownian motion, with application to long range dependence111 cited

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