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JUN YU [1]
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2024 [1]
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Fractional gaussian noise: Spectral density and estimation methods
Journal article
Shi, Shuping, Yu, Jun, Zhang, Chen. Fractional gaussian noise: Spectral density and estimation methods[J]. Journal of Time Series Analysis, 2024.
Authors:
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
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Submit date：2024/06/03
Change-of-frequency
Fractional Brownian Motion
Fractional Gaussian Noise
Maximum Likelihood
Realised Volatility
Semi-parametric Method
Whittle Likelihood
