ML Estimation of the Parameters of FBM with Geometrical Sampling

A. Vidacs; J. Virtamo

ML Estimation of the Parameters of FBM with Geometrical Sampling

A. Vidacs
, J. Virtamo

Research output: Working paper › Professional

Original language	English
Place of Publication	Espoo
Pages	15
Publication status	Published - 1999
MoE publication type	D4 Published development or research report or study

Publication series

Name	COST257
No.	TD(99)14

Keywords

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

Cite this

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title = "ML Estimation of the Parameters of FBM with Geometrical Sampling",

keywords = "fractional Brownian motion, long-range dependence, maximum likelihood estimation, parameter estimation, fractional Brownian motion, long-range dependence, maximum likelihood estimation, parameter estimation, fractional Brownian motion, long-range dependence, maximum likelihood estimation, parameter estimation",

author = "A. Vidacs and J. Virtamo",

year = "1999",

language = "English",

series = "COST257",

number = "TD(99)14",

pages = "15",

type = "WorkingPaper",

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T1 - ML Estimation of the Parameters of FBM with Geometrical Sampling

AU - Vidacs, A.

AU - Virtamo, J.

PY - 1999

Y1 - 1999

KW - fractional Brownian motion

KW - long-range dependence

KW - maximum likelihood estimation

KW - parameter estimation

KW - fractional Brownian motion

KW - long-range dependence

KW - maximum likelihood estimation

KW - parameter estimation

KW - fractional Brownian motion

KW - long-range dependence

KW - maximum likelihood estimation

KW - parameter estimation

M3 - Working paper

T3 - COST257

SP - 15

BT - ML Estimation of the Parameters of FBM with Geometrical Sampling

CY - Espoo

ER -