"Overfitting of Hurst estimators for multifractional Brownian motion: A ..."

Pierre Raphaël Bertrand et al. (2018)

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DOI: 10.3233/RDA-180136

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type: Journal Article

metadata version: 2025-01-19

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Pierre Raphaël Bertrand, Jean-Louis Combes, Marie-Eliette Dury, Doha Hadouni:
Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models. Risk Decis. Anal. 7(1-2): 31-49 (2018)

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