A regularised estimator for long-range dependent processes (Q1941250)

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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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