Pages that link to "Item:Q5219948"
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The following pages link to On maximum likelihood estimation of the long-memory parameter in fractional Gaussian noise (Q5219948):
Displaying 4 items.
- A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
- Maximum Likelihood Estimation of the Non-Parametric FRF for Pulse-Like Excitations (Q2980468) (← links)
- Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)
- Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717) (← links)