La mémoire longue en économie : discussion et commentaires
Apports de la statistique à l'assurance. Introduction
Une enquête sur les déplacements journaliers des personnes actives de la région parisienne ou migrations alternantes
Local estimation of the Hurst index of multifractional brownian motion by increment ratio statistic method
We investigate here the central limit theorem of the increment ratio statistic of a multifractional Brownian motion, leading to a CLT for the time varying Hurst index. The proofs are quite simple relying on Breuer–Major theorems and an original strategy. A simulation study shows the goodness of fit of this estimator.
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