Identifying the multifractional function
β
Albert Benassi; Serge Cohen; Jacques Istas
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Article
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1998
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Elsevier Science
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English
β 433 KB
Gaussian processes that are multifractional are studied in this paper. By multifractional processes we mean that they behave locally like a fractional Brownian motion, but the fractional index is no more a constant: it is a function. We introduce estimators of this multifractional function based on