The following pages link to Yen-Ching Chang (Q1718520):
Displaying 5 items.
- Efficiently implementing the maximum likelihood estimator for Hurst exponent (Q1718521) (← links)
- A minimum discrepancy estimator in parameter estimation (Q4701221) (← links)
- AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION (Q5024753) (← links)
- A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607) (← links)
- INTRODUCING AN INTERPOLATION METHOD TO EFFICIENTLY IMPLEMENT AN APPROXIMATE MAXIMUM LIKELIHOOD ESTIMATOR FOR THE HURST EXPONENT (Q5739840) (← links)
