Fields with Exceptional Tangent Fields
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DOI: 10.1007/s10959-005-3516-7
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- Albert Benassi & Pierre Bertrand & Serge Cohen & Jacques Istas, 2000. "Identification of the Hurst Index of a Step Fractional Brownian Motion," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 101-111, January.
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Keywords
Local asymptotic self-similarity; tangent fields; infinitely divisible distributions;All these keywords.
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