Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
Crossref DOI link: https://doi.org/10.1007/s11203-016-9147-z
Published Online: 2016-09-26
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dozzi, Marco
Kozachenko, Yuriy
Mishura, Yuliya
Ralchenko, Kostiantyn http://orcid.org/0000-0001-7208-3130
License valid from 2016-09-26