Robustness of estimators of long-range dependence and self-similarity under non-Gaussianity (2012)
Attributed to:
Trans-Dimensional Markov Chain Simulation for both Bayesian and Classical Model Determination
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1098/rsta.2011.0349
PubMed Identifier: 22291232
Publication URI: http://europepmc.org/abstract/MED/22291232
Type: Journal Article/Review
Parent Publication: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
Issue: 1962
ISSN: 1364-503X