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January 01, 2023 article Open access

Uniformly and strongly consistent estimation for the random Hurst function of a multifractional process

Latin American Journal of Probability and Mathematical Statistics

DOI: 10.30757/alea.v20-60 Full text (OA) OpenAlex

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Regularity of multifractional moving average processes with random Hurst exponent
2021 Stochastic Processes and their Applications article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

14

citations
Regularity of multifractional moving average processes with random Hurst exponent
2021 RePEc: Research Papers in Economics article Economics, Econometrics and Finance Stochastic processes and financial applications

10

citations

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