multifractional en · ADJ
Etymology
From multi- + fractional.
Meanings
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(not-comparable) Involving multiple fractions.
We propose a wavelet-based approach to construct consistent estimators of the pointwise H\"older exponent of a multifractional Brownian motion, in the case where this underlying process is not directly observed.
2015, Sixian Jin, Qidi Peng, Henry Schellhorn, “Estimation of the Pointwise Hölder Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients”, in arXiv: