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Arnaud Gloter
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Documents
Publications
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Multifractal analysis in a mixed asymptotic frameworkThe Annals of Applied Probability, 2010, pp.1729-1760. ⟨10.1214/09-AAP670⟩
Article dans une revue
hal-00604467v1
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Nonparametric reconstruction of a multifractal function from noisy dataProbability Theory and Related Fields, 2010, 146 (1-2), pp.155--187. ⟨10.1007/s00440-008-0187-1⟩
Article dans une revue
hal-00693036v1
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Estimation of the Hurst parameter from discrete noisy dataAnnals of Statistics, 2007, 35 (5), pp.1947--1974. ⟨10.1214/009053607000000316⟩
Article dans une revue
hal-00693086v1
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