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20132025
most citedLinear Multifractional Stable Motion: wavelet estimation of and $\al$ parameters

2 citations · 2 across the 7 of their papers we have counts for

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math.ST2014

Uniformly and strongly consistent estimation for the Hurst function of a Linear Multifractional Stable Motion

Antoine Ayache, Julien Hamonier

Since the middle of the 90's, multifractional processes have been introduced for overcoming some limitations of the classical Fractional Brownian Motion model. In their context, th…