Variance bound of ACF estimation of one block of fGn with LRD.

Li, Ming; Zhao, Wei

Mathematical Problems in Engineering (2010)

  • Volume: 2010, page Article ID 560429, 14 p.-Article ID 560429, 14 p.
  • ISSN: 1024-123X

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Li, Ming, and Zhao, Wei. "Variance bound of ACF estimation of one block of fGn with LRD.." Mathematical Problems in Engineering 2010 (2010): Article ID 560429, 14 p.-Article ID 560429, 14 p.. <http://eudml.org/doc/222804>.

@article{Li2010,
author = {Li, Ming, Zhao, Wei},
journal = {Mathematical Problems in Engineering},
language = {eng},
pages = {Article ID 560429, 14 p.-Article ID 560429, 14 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Variance bound of ACF estimation of one block of fGn with LRD.},
url = {http://eudml.org/doc/222804},
volume = {2010},
year = {2010},
}

TY - JOUR
AU - Li, Ming
AU - Zhao, Wei
TI - Variance bound of ACF estimation of one block of fGn with LRD.
JO - Mathematical Problems in Engineering
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 560429, 14 p.
EP - Article ID 560429, 14 p.
LA - eng
UR - http://eudml.org/doc/222804
ER -

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