A regularised estimator for long-range dependent processes (Q1941250)
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scientific article; zbMATH DE number 6143421
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A regularised estimator for long-range dependent processes |
scientific article; zbMATH DE number 6143421 |
Statements
A regularised estimator for long-range dependent processes (English)
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12 March 2013
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maximum likelihood estimators
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regularization
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long-term memory
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fractals
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Gaussian processes
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parameter estimation
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covariance matrices
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matrix inversion
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