Estimation of Hurst parameter and minimum variance spectrum (Q5204427)
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scientific article; zbMATH DE number 7139743
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| 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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0.8522436618804932
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0.8310610055923462
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0.8039703369140625
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0.8039703369140625
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