Pages that link to "Item:Q5353607"
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The following pages link to A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607):
Displaying 8 items.
- Efficiently implementing the maximum likelihood estimator for Hurst exponent (Q1718521) (← links)
- Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (Q2349676) (← links)
- A fractional linear system view of the fractional Brownian motion (Q2499402) (← links)
- AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION (Q5024753) (← links)
- MODELING NETWORK TRAFFIC USING CAUCHY CORRELATION MODEL WITH LONG-RANGE DEPENDENCE (Q5706546) (← links)
- INTRODUCING AN INTERPOLATION METHOD TO EFFICIENTLY IMPLEMENT AN APPROXIMATE MAXIMUM LIKELIHOOD ESTIMATOR FOR THE HURST EXPONENT (Q5739840) (← links)
- Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics (Q6554450) (← links)
- Scaled Brownian motion with random anomalous diffusion exponent (Q6649278) (← links)
