TY  - JOUR
AU  - Bertrand, Pierre Raphaël
AU  - Fhima, Mehdi
AU  - Guillin, Arnaud
TI  - Local estimation of the Hurst index of multifractional brownian motion by increment ratio statistic method
JO  - ESAIM: Probability and Statistics
PY  - 2013
SP  - 307
EP  - 327
VL  - 17
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/ps/2011154/
DO  - 10.1051/ps/2011154
LA  - en
ID  - PS_2013__17__307_0
ER  -