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

Figure 4

Performance according to different filters with straight-line 𝐻(𝑡); in panel (a), box plots for estimations of 𝐶=2; in (b), box plots for AMSE of 𝐻(𝑡). Filter numbers represent the following: 1, Diff.1; 2, Diff.2; 3, Diff.3; 4, Diff.4; 5, Sym.4; 6, Sym.6; 7, Sym.8; 8, Db.2; 9, Db.3; and as well as 10, Db.4.

(a)

(b)