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Integrated fractional white noise as an alternative to multifractional Brownian motion
Allan Sly
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peer-review
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Mathematics
Hölder Exponent
White noise
Brownian motion
Fractional
Alternatives
Discrete Data
Local Properties
Gaussian Process
Extremes
Scaling
Stochastic Processes
Oscillation
Model
Business & Economics
Brownian Motion
Discrete Data
Stochastic Processes
Gaussian Process
Oscillation
Integrated
Alternatives
Scaling