Marie-Eliette DURY

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jean-louis-combes

	Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models Pierre Raphaël Bertrand , Jean-Louis Combes , Marie-Eliette Dury , Doha Hadouni , Sergio Bianchi Risk and Decision Analysis, 2018, 7 (1-2), pp.31 - 49. ⟨10.3233/RDA-180136⟩ Article dans une revue hal-01816206v1