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
Link To Document :
