Estimation of hurst parameter and minimum variance spectrum (Q5204427)
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scientific article; zbMATH DE number 7139743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of hurst parameter and minimum variance spectrum |
scientific article; zbMATH DE number 7139743 |
Statements
4 December 2019
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self-similarity
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Hurst parameter
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FARIMA
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modified \(R/S\) statistic
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power spectrum density
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Estimation of hurst parameter and minimum variance spectrum (English)
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