Title of article
Non-parametric estimation of the long-range dependence exponent for Gaussian processes
Author/Authors
Gabriel Lang، نويسنده , , Jean-Marc Azaïs، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
22
From page
59
To page
80
Keywords
long-range dependence , Stationary Gaussian process , Periodogram , Monte-Carlostudy , rescaled range , Minimum mean square error
Journal title
Journal of Statistical Planning and Inference
Serial Year
1999
Journal title
Journal of Statistical Planning and Inference
Record number
218779
Link To Document