Regularity of multifractional moving average processes with random Hurst exponent

RePEc: Research Papers in Economics

Authors 3

1. Dennis Loboda Aachen Institute of Statistics

   RWTH Aachen University

   Affiliation as printed

   RWTH Aachen University, Institute of Statistics, Wüllnerstraße 3, D-52062 Aachen, Germany

2. Fabian Mies corresponding Aachen Institute of Statistics

   RWTH Aachen University

   Affiliation as printed

   RWTH Aachen University, Institute of Statistics, Wüllnerstraße 3, D-52062 Aachen, Germany

3. Ansgar Steland Aachen Institute of Statistics

   RWTH Aachen University

   Affiliation as printed

   RWTH Aachen University, Institute of Statistics, Wüllnerstraße 3, D-52062 Aachen, Germany