GitHub - wonsang/wfGn: Estimation of Hurst parameter of a fractional Gaussian noise on the basis of the modified Whittle maximum likelihood estimator in presence of outliers or an additive noise

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Estimation of Hurst parameter of a fractional Gaussian noise on the basis of the modified Whittle maximum likelihood estimator in presence of outliers or an additive noise

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wfGn_1.2-1.pdf		wfGn_1.2-1.pdf

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Estimation of Hurst parameter of a fractional Gaussian noise on the basis of the modified Whittle maximum likelihood estimator in presence of outliers or an additive noise

r statistics time-series wavelet time-series-analysis wavelets

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