On estimating the spectral exponent of fractional Brownian motion (Q4840886)
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scientific article; zbMATH DE number 781014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimating the spectral exponent of fractional Brownian motion |
scientific article; zbMATH DE number 781014 |
Statements
On estimating the spectral exponent of fractional Brownian motion (English)
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17 September 1995
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flicker noise
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fractional Brownian motion
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linear regression
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maximum likelihood estimation
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periodogram
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