activity
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

collaborators
Showing 2014Show all

2 papers · 1 filter

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…

math.PR2014

Linear Multifractional Stable Motion: representation via Haar basis

Julien Hamonier

The aim of this paper is to give a wavelet series representation of Linear Multifractional Stable Motion (LMSM in brief), which is more explicit than that introduced in (Ayache & H…