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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Property / full work available at URL: http://kkms.org/index.php/kjm/article/download/559/400 / rank | |||
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Estimation of hurst parameter and minimum variance spectrum (English) | |||
Property / title: Estimation of hurst parameter and minimum variance spectrum (English) / rank | |||
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Latest revision as of 05:04, 21 July 2024
scientific article; zbMATH DE number 7139743
Language | Label | Description | Also known as |
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English | Estimation of hurst parameter and minimum variance spectrum |
scientific article; zbMATH DE number 7139743 |
Statements
4 December 2019
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self-similarity
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Hurst parameter
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FARIMA
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modified \(R/S\) statistic
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power spectrum density
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Estimation of hurst parameter and minimum variance spectrum (English)
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