CV Marie-Eliette Dury

Pierre Raphaël Bertrand, Jean-Louis Combes, Marie-Eliette Dury, Doha Hadouni, Sergio Bianchi. Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models. Risk and Decision Analysis, IOS, 2018, 7 (1-2), pp.31 - 49. ⟨10.3233/RDA-180136⟩. ⟨hal-01816206⟩