Analysis of Moments Based Methods for Fractional Gaussian Noise Estimation

DOI10.1109/TSP.2012.2191545MaRDI QIDQ4573850zbMATH OpenOpenAlexFDO

Authors Magnus Mossberg

Publication date 18 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2012.2191545

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09)

Cited in

(1)

• Long-range dependent completely correlated mixed fractional Brownian motion

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