Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood
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Publication:2297115
DOI10.1016/j.cam.2019.112609zbMath1431.60040OpenAlexW2984447777WikidataQ126776075 ScholiaQ126776075MaRDI QIDQ2297115
Publication date: 18 February 2020
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2019.112609
Inference from stochastic processes and prediction (62M20) Fractional processes, including fractional Brownian motion (60G22)
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