Title of article
Evaluating maximum likelihood estimation methods to determine the Hurst coefficient
Author/Authors
C. M. Kendziorski، نويسنده , , J. B. Bassingthwaighte، نويسنده , , P. J. Tonellato، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
13
From page
439
To page
451
Abstract
A maximum likelihood estimation method implemented in S-PLUS (S-MLE) to estimate the Hurst coefficient (H) is evaluated. The Hurst coefficient, with 0.5
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
1999
Journal title
Physica A Statistical Mechanics and its Applications
Record number
866213
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