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},
  }