ML Estimation of the Parameters of FBM with Geometrical Sampling

A. Vidacs, J. Virtamo

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationEspoo
Pages15
Publication statusPublished - 1999
MoE publication typeD4 Published development or research report or study

Publication series

NameCOST257
No.TD(99)14

Keywords

  • fractional Brownian motion
  • long-range dependence
  • maximum likelihood estimation
  • parameter estimation

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