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1-1 of 1 results for multifractional Brownian motion (mBm)

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Select article: Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models

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Research article

First published February, 2018

Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models

Pierre Raphaël Bertrand, Jean-Louis Combes, Marie-Eliette Dury [...]

Risk and Decision Analysis

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