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Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method.

Fatma Yerlikaya-ÖzkurtCeren Vardar-AcarYeliz Yolcu-OkurGerhard-Wilhelm Weber
Published in: J. Comput. Appl. Math. (2014)
Keyphrases
  • probabilistic model
  • decision making
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  • mathematical model
  • machine learning
  • information extraction
  • em algorithm
  • model selection
  • parameter estimation
  • matching algorithm
  • long range