An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic.
Jean-Marc BardetBéchir DolaPublished in: J. Multivar. Anal. (2012)
Keyphrases
- least squares
- maximum likelihood
- memory requirements
- multi dimensional
- multidimensional data
- multidimensional space
- memory size
- standard deviation
- limited memory
- real time
- input parameters
- memory usage
- confidence intervals
- variance estimator
- low memory
- memory space
- importance sampling
- computational power
- parameter values
- probability distribution
- computational complexity
- databases
- data sets