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Ayache A, Olenko A, Samarakoon N (2026). “On construction, properties and simulation of Haar-based multifractional processes.” Mathematics and Computers in Simulation, 246, 311-332. doi:10.1016/j.matcom.2026.01.033. https://www.sciencedirect.com/science/article/pii/S0378475426000418.
Olenko A, Samarakoon N (2026). “Simulation and analysis of multifractional stochastic Processes with R package Rmfrac.” Methodology and Computing in Applied Probability, 28, 36. doi:10.1007/s11009-026-10267-w. https://link.springer.com/article/10.1007/s11009-026-10267-w.
Corresponding BibTeX entries:
@Article{,
title = {On construction, properties and simulation of Haar-based
multifractional processes},
author = {Antoine Ayache and Andriy Olenko and Nemini Samarakoon},
year = {2026},
journal = {Mathematics and Computers in Simulation},
volume = {246},
pages = {311-332},
url =
{https://www.sciencedirect.com/science/article/pii/S0378475426000418},
doi = {10.1016/j.matcom.2026.01.033},
}
@Article{,
title = {Simulation and analysis of multifractional stochastic
Processes with R package Rmfrac},
author = {Andriy Olenko and Nemini Samarakoon},
year = {2026},
journal = {Methodology and Computing in Applied Probability},
volume = {28},
pages = {36},
url =
{https://link.springer.com/article/10.1007/s11009-026-10267-w},
doi = {10.1007/s11009-026-10267-w},
}
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