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The square of a Gaussian process

✍ Scribed by F. Alberto Grünbaum


Publisher
Springer
Year
1972
Tongue
English
Weight
160 KB
Volume
23
Category
Article
ISSN
1432-2064

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📜 SIMILAR VOLUMES


Identifying the multifractional function
✍ Albert Benassi; Serge Cohen; Jacques Istas 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 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