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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 15:57, 1 February 2024

scientific article
Language Label Description Also known as
English
A regularised estimator for long-range dependent processes
scientific article

    Statements

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

    Identifiers