An adaptive broadband estimator of the fractional differencing coefficient.

Clifford Hurvich Eric Moulines Philippe Soulier

Published in: ICASSP (2001)

Keyphrases

least squares
maximum likelihood
error estimation
internet access
hurst exponent
high speed
maximum a posteriori
fractional order
information systems
mobile devices
scale space
estimation algorithm
confidence intervals
wifi
importance sampling
conditional expectation