A regularised estimator for long-range dependent processes
type: Item
instance of: scholarly article
title: A regularised estimator for long-range dependent processes
zbMATH Open document ID: 1260.93157
author: Oskar Vivero
author: William P. Heath
published in: Automatica
publication date: 2013-03-12T00:00:00Z
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E03
zbMATH DE Number: 6143421
zbMATH Keywords: maximum likelihood estimators
zbMATH Keywords: regularization
zbMATH Keywords: long-term memory
zbMATH Keywords: fractals
zbMATH Keywords: Gaussian processes
zbMATH Keywords: parameter estimation
zbMATH Keywords: covariance matrices
zbMATH Keywords: matrix inversion
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: j.automatica.2011.07.012
OpenAlex ID: W2053151552
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DOI: 10.1016/J.AUTOMATICA.2011.07.012
description: scientific article; zbMATH DE number 6143421