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]
Identifier
- DOI: 10.1016/j.spa.2021.05.008
- RWTH PUBLICATIONS: RWTH-2021-08775