A regularised estimator for long-range dependent processes (Q1941250): Difference between revisions

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Property / DOI: 10.1016/j.automatica.2011.07.012 / rank
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Property / author: Q212209 / rank
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Property / author
 
Property / author: William Paul Heath / rank
 
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Property / describes a project that uses: longmemo / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.automatica.2011.07.012 / rank
 
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Property / OpenAlex ID: W2053151552 / rank
 
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Latest revision as of 14:29, 16 December 2024

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A regularised estimator for long-range dependent processes
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    A regularised estimator for long-range dependent processes (English)
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    12 March 2013
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    maximum likelihood estimators
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    regularization
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    long-term memory
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    fractals
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    Gaussian processes
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    parameter estimation
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    covariance matrices
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    matrix inversion
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