Yen-Ching Chang
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION Fractals | 2022-01-27 | Paper |
| Efficiently implementing the maximum likelihood estimator for Hurst exponent Mathematical Problems in Engineering | 2019-02-08 | Paper |
| A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion IEEE Transactions on Signal Processing | 2017-09-08 | Paper |
| Introducing an interpolation method to efficiently implement an approximate maximum likelihood estimator for the Hurst exponent Fractals | 2016-07-05 | Paper |
| A minimum discrepancy estimator in parameter estimation IEEE Transactions on Information Theory | 1999-11-21 | Paper |
Research outcomes over time
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