Identifying the multifractional function of a Gaussian process (original) (raw)

Statistics Probability Letters, 1998

Abstract

... b, Département de Mathématiques Université de Versailles-St Quentin en Yvelines 45, avenue des Etats-Unis, 78035 Versailles, France. c, CERMICS ENPC France. d, Laboratoire de Biométrie INRA, Domaine de Vilvert 78350 Jouy-en-Josas, France. ...

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