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20122016
most citedFractional Hida Malliavin Derivatives and Series Representations of Fractional Conditional Expectations

2 citations · 4 across the 8 of their papers we have counts for

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math.PR2015

Estimation of the Pointwise Hölder Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients

Sixian Jin, Qidi Peng, Henry Schellhorn

We propose a wavelet-based approach to construct consistent estimators of the pointwise Hölder exponent of a multifractional Brownian motion, in the case where this underlying proc…