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
    0 references
    0 references
    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
    0 references
    0 references
    0 references
    0 references

    Identifiers