A regularised estimator for long-range dependent processes

@article{Vivero2012ARE,
  title={A regularised estimator for long-range dependent processes},
  author={Oskar Vivero and William P. Heath},
  journal={Automatica},
  year={2012},
  volume={48},
  pages={287-296}
}
There is significant interest in long-range dependent processes since they occur in a wide range of phenomena across different areas of study. Based on the available models capable of describing longrange dependence, various parameter estimation methods have been developed. In this paper we revisit themaximum likelihood estimator and its computationally… CONTINUE READING