Regularity of multifractional moving average processes with random Hurst exponent

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

Amsterdam [u.a.] : Elsevier (2021)
Journal Article

In: Stochastic processes and their applications
Volume: 140
Page(s)/Article-Nr.: 21-48

Institutions

• Department of Mathematics [110000]
• Chair of Stochastics [116110]