2 problems

Let $\alpha$ be the stability function of a multistable process, and let $t_0$ be a point in its domain. The variance of the estimator of $\alpha$ at $t_0$ is considered as a funct…

Let $Y$ be the symmetric multistable Lévy motion with stability-function value $\alpha(u)\geq 1$ at $u\in U\subset(0,1)$, and let $\mathcal{H}_u$ denote its Hölder exponent at $u$.…