مرکز منطقه ای اطلاع رساني علوم و فناوري - Non-parametric estimation of the long-range dependence exponent for Gaussian processes

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 :

From page :

To page :

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 :