Maximum likelihood estimation of the parameters of discrete fractionally differenced Gaussian noise process

DOI10.1109/78.277804zbMath0825.93752OpenAlexW2137764909MaRDI QIDQ4276680

Ahmed H. Tewfik, Mohamed Deriche

Publication date: 7 February 1994

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.277804

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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