Non-parametric estimation of the long-range dependence exponent for Gaussian processes (Q1304374)
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scientific article; zbMATH DE number 1339691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric estimation of the long-range dependence exponent for Gaussian processes |
scientific article; zbMATH DE number 1339691 |
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Non-parametric estimation of the long-range dependence exponent for Gaussian processes (English)
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23 November 1999
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stationary Gaussian process
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Monte-Carlo study
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rescaled range
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long-range dependence
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periodogram
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minimum mean-square-error
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