4. Mathematics
  5. Probability

Mehdi Fhima

Mathematics – Probability

Scientist

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Scientist

INRIA Saclay - Ile de France

Fast change point analysis on the Hurst index of piecewise fractional Brownian motion

Mathematics – Statistics Theory
Scientific paper

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Filtered derivative with p-value method for multiple change-points detection

Mathematics – Statistics Theory
Scientific paper

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Local estimation of the Hurst index of multifractional Brownian motion by Increment Ratio Statistic method

Mathematics – Probability
Scientific paper

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Off-line detection of multiple change points with the Filtered Derivative with p-Value method

Mathematics – Statistics Theory
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Profile ID: LFWR-SCP-P-162049

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