Identification of Nonstandard Multifractional Brownian Motions under White Noise by Multiscale Local Variations of Its Sample Paths
Table 1
Average mean squared error for the S-K-var, K-var-VC, and K-var methods in various settings of variance constant and SNR levels based on sample paths of for each of step-function and straight-line . The asterisk marks show that S-K-var outperformed the other methods.