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6 documents classés par : Date Titre Nom du premier auteur Type de documents Date de dépôt

A process very similar to multifractional Brownian motion Ayache A., Bertrand P. Dans Recent Developments in Fractals and Related Fields, Birkhauser (Ed.) (2010) 311--326 [hal-00354081 - version 2]

A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion Ayache A., Bertrand P., Lévy Véhel J. Statistical Inference for Stochastic Processes 10, 1 (2007) 1-27 [hal-00539211 - version 1]

Regularity and identification of Generalized Multifractional Gaussian Processes Ayache A., Benassi A., Cohen S., Lévy Véhel J. Lecture Notes in Mathematics 1857 (2004) 290-312 [inria-00576446 - version 1]

On the Identification of the Pointwise Holder Exponent of the Generalized Multifractional Brownian Motion Ayache A., Lévy Véhel J. Stochastic Processes and their Applications 111, 1 (2004) 119-156 [inria-00559108 - version 1]

The covariance structure of multifractional Brownian motion, with application to long range dependence Ayache A., Cohen S., Lévy Véhel J. Dans 2000 IEEE International Conference on Acoustics, Speech, and Signal Processing - ICASSP 2000 (2000) [inria-00581032 - version 1]

Generalized Multifractional Brownian Motion: Definition and Preliminary Results Ayache A., Lévy Véhel J. Dans Fractals - Theory and Applications in Engineering, Springer (Ed.) (1999) [inria-00578657 - version 1]