Regularity of multifractional moving average processes with random Hurst exponent

Loboda, Dennis; Mies, Fabian (Corresponding author); Steland, Ansgar

Amsterdam [u.a.] : Elsevier (2021)
Fachzeitschriftenartikel

In: Stochastic processes and their applications
Band: 140
Seite(n)/Artikel-Nr.: 21-48