A regularised estimator for long-range dependent processes (Q1941250)
From MaRDI portal
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
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
0 references
0 references
0 references
0 references
