| Université Paul Sabatier | Toulouse | |
| CNRS U.M.R. C5583 | ||
| Laboratoire de Statistique et Probabilités | ||
Auteur(s):Antoine Ayache, Albert Benassi, Serge Cohen et Jacques Levy Vehel
Code(s) de Classification MSC:
Résumé: In this article a class of multifractional processes is introduced, called generalized multifractional gaussian processes (GPMP). For such multifractional models, the hurst exponent of the celebrated fractional brownian motion is replaced by a function, called the multifractional function, which may be irregular. The main aim of this paper is to show how to identify irregular multifractional functions are also given.
Mots Clés: gaussian processes, identification, multifractional function
Date: 2000-09-18
Prépublication numéro:
LSP-2002-10