Identification of Nonstandard Multifractional Brownian Motions under White Noise by Multiscale Local Variations of Its Sample Paths

Figure 1

Tested Hurst functions are shown in (a) step-function 𝐻(𝑡) and (c) straight-line 𝐻(𝑡); their illustrations of signals are shown in (b) and (d), correspondingly.

(a)

(b)

(c)

(d)