On maximum likelihood estimation of the long-memory parameter in fractional Gaussian noise (Q5219948)
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scientific article; zbMATH DE number 7178385
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| English | On maximum likelihood estimation of the long-memory parameter in fractional Gaussian noise |
scientific article; zbMATH DE number 7178385 |
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On maximum likelihood estimation of the long-memory parameter in fractional Gaussian noise (English)
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9 March 2020
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fractional Gaussian noise
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long memory
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maximum likelihood estimation
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0.8394289612770081
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0.8394289612770081
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0.8264483213424683
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0.8241921663284302
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0.8203837871551514
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