Parameter estimation of Gaussian stationary processes using the generalized method of moments (Q521302): Difference between revisions
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Latest revision as of 10:27, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation of Gaussian stationary processes using the generalized method of moments |
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Parameter estimation of Gaussian stationary processes using the generalized method of moments (English)
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7 April 2017
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fractional Brownian motion
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Ornstein-Uhlenbeck process
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method of moments
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