| Titre : | Risk and Decision Analysis, vol.7 n°1-2. - 2018-05-30 |
| Type de document : | Bulletin |
| Paru le : | 30/05/2018 |
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Article : Revues - Articles
The aim of this paper is to provide simple models with a time-varying Hurst index. Such models should be simple as much as possible and well fit the estimated Hurst index. After a recall on the fractional and multifractional Brownian motion and [...]
