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Analytical investigation of the bias effect in variance-type estimators for inference of long-range dependence.
Marwan Krunz
Ibrahim Matta
Published in:
Comput. Networks (2002)
Keyphrases
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low variance
variance reduction
variance estimator
bias variance decomposition
von mises
long range dependence
unbiased estimator
sample size
bayesian networks
association rules
multiresolution
higher order
maximum likelihood
model selection