Estimation of hurst parameter and minimum variance spectrum (Q5204427): Difference between revisions

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+Estimation of hurst parameter and minimum variance spectrum
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+http://kkms.org/index.php/kjm/article/download/559/400
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+W2811219073
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+Estimation of hurst parameter and minimum variance spectrum (English)
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+Large deviations and overflow probabilities for the general single-server queue, with applications
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+Self-Similarity and Lamperti Transformation for Random Fields
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+Q3537739
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+Normal rank
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+PARAMETER ESTIMATION AND SPECTRUM OF FRACTIONAL ARIMA PROCESS
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+Q4301585
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+Normal rank
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+Robustness of whittle-type estimators for time series with long-range dependence
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+A critical look at Lo's modified \(R/S\) statistic.
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+Publication:5204427