@article{PS_2013__17__307_0,
     author = {Bertrand, Pierre Rapha\"el and Fhima, Mehdi and Guillin, Arnaud},
     title = {Local estimation of the {Hurst} index of multifractional brownian motion by increment ratio statistic method},
     journal = {ESAIM: Probability and Statistics},
     pages = {307--327},
     publisher = {EDP-Sciences},
     volume = {17},
     year = {2013},
     doi = {10.1051/ps/2011154},
     mrnumber = {3066382},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ps/2011154/}
}