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January 01, 2026 article Open access

Multifractional Stable Motion with Random Hurst Exponent

Latin American Journal of Probability and Mathematical Statistics

DOI: 10.30757/alea.v23-39 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
Rough Hurst function estimation
2025 arXiv (Cornell University) preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access

1

citations

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