Invariance principle, multifractional Gaussian processes and long-range dependence
2008
This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $(1/2,1)$. Some properties, such as regularity and local self-similarity of this process are studied. Moreover the limit process is compared to the multifractional Brownian motion.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
17
References
11
Citations
NaN
KQI