Uniformly and strongly consistent estimation for the random Hurst function of a multifractional process.
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| Title: | Uniformly and strongly consistent estimation for the random Hurst function of a multifractional process. |
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| Authors: | Ayache, Antoine1 antoine.ayache@univ-lille.fr, Bouly, Florent1 f.bouly7@gmail.com |
| Source: | ALEA. Latin American Journal of Probability & Mathematical Statistics. 2023, Vol. 20 Issue 2, p1587-1614. 28p. |
| Database: | Academic Search Ultimate |
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