An estimation of the stability and the localisability functions of multistable processes

Mathematics – Probability

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

Scientific paper

Multistable processes are tangent at each point to a stable process, but where the index of stability and the index of localisability varies along the path. In this work, we give two estimators of the stability and the localisability functions, and we prove the consistency of those two estimators. We illustrate these convergences with two classical examples, the Levy multistable process and the Linear Multifractional Multistable Motion.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

An estimation of the stability and the localisability functions of multistable processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with An estimation of the stability and the localisability functions of multistable processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and An estimation of the stability and the localisability functions of multistable processes will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-627716

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.