Maximum Likelihood Estimation of the Parameters of Discrete Fractionally Differenced Gaussian Noise Process

IEEE Transactions on Signal Processing

Volumn 41, Issue 10, 1993, Pages 2977-2989

  Deriche, Mohamed ^a   Tewfik, Ahmed H ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOVEMENT; COMPUTATIONAL METHODS; FRACTALS; INVERSE PROBLEMS; PARAMETER ESTIMATION; STATISTICAL METHODS; WHITE NOISE;

CRAMER-RAO BOUND; DISCRETE FRACTIONALLY DIFFERENCED GAUSSIAN NOISE PROCESS; MAXIMUM LIKELIHOOD ESTIMATION PROCEDURE; STATISTICAL SIGNAL PROCESSING;

SIGNAL PROCESSING;

EID: 0027676913     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.277804     Document Type: Article

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