The two-parameter Volterra multifractional process
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DOI: 10.1016/j.spl.2012.07.021
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- Antoine Ayache & Jacques Vehel, 2000. "The Generalized Multifractional Brownian Motion," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 7-18, January.
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Keywords
Fractional Brownian sheet; Volterra; Multifractional process;All these keywords.
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