Estimation of long-range dependence in gappy Gaussian time series
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DOI: 10.1007/s11222-019-09874-0
Abstract: Knowledge of the long-range dependence (LRD) parameter is critical to studies of self-similar behavior. However, statistical estimation of the LRD parameter becomes difficult when the observed data are masked by short-range dependence and other noises… read more here.
Keywords: estimation; long range; range dependence; lrd parameter ... See more keywords