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

Tutkimustuotos: Työpaperi › Working paper › Professional

Alkuperäiskieli	Englanti
Julkaisupaikka	Espoo
Sivut	15
Tila	Julkaistu - 1999
OKM-julkaisutyyppi	D4 Julkaistu kehittämis- tai tutkimusraportti taikka -selvitys

Julkaisusarja

Nimi	COST257
Numero	TD(99)14

Tutkimusalat

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

Siteeraa tätä

@techreport{c1a512b00a5f4d68b44a3e4458575e40,

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",

}

TY - UNPB

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 -