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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    Statements

    title
    A regularised estimator for long-range dependent processes (English)
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    author
    Oskar Vivero
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    William Paul Heath
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    published in
    Automatica
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    publication date
    12 March 2013
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    zbMATH Keywords
    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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    cites work
    Q3661894
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    Q4865042
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    Time Series
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    Q3838155
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    Q5689624
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    Q2934758
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    Q4301585
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    Q4407596
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    Identifiers

    zbMATH DE Number
    6143421
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    OpenAlex ID
    W2053151552
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