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Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency

โœ Scribed by Jiti Gao; Vo Anh; Chris Heyde; Quang Tieng


Book ID
108549474
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
403 KB
Volume
22
Category
Article
ISSN
0143-9782

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โœ V.V. Anh; K.E. Lunney ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 767 KB

This paper considers random fields with spectral den&y having a pole of fractional order at the origin. Thus class of models offers a suitable framework for studying long-range spatial correlation. An approxrmation to the likelihood function is given for the estimation of model parameters. The conve