Estimation of long-range dependence in gappy Gaussian time series (Q2302477)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of long-range dependence in gappy Gaussian time series |
scientific article |
Statements
Estimation of long-range dependence in gappy Gaussian time series (English)
0 references
26 February 2020
0 references
between-wavelet-scale correlation
0 references
Hurst index
0 references
missing data
0 references
power law
0 references
sandwich estimator
0 references
self-similar noise
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
