FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2188946290> ?p ?o ?g. }

• W2188946290 abstract "The efficiency and accuracy of estimating the Hurst exponent have been two inevitable considerations. Recently, an efficient implementation of the maximum likelihood estimator (MLE) (simply called the fast MLE) for the Hurst exponent was proposed based on a combination of the Levinson algorithm and Cholesky decomposition, and furthermore the fast MLE has also considered all four possible cases, including known mean, unknown mean, known variance, and unknown variance. In this paper, four cases of an approximate MLE (AMLE) were obtained based on two approximations of the logarithmic determinant and the inverse of a covariance matrix. The computational cost of the AMLE is much lower than that of the MLE, but a little higher than that of the fast MLE. To raise the computational efficiency of the proposed AMLE, a required power spectral density (PSD) was indirectly calculated by interpolating two suitable PSDs chosen from a set of established PSDs. Experimental results show that the AMLE through interpolation (simply called the interpolating AMLE) can speed up computation. The computational speed of the interpolating AMLE is on average over 24 times quicker than that of the fast MLE while remaining the accuracy very close to that of the MLE or the fast MLE." @default.
• W2188946290 created "2016-06-24" @default.
• W2188946290 creator A5008771594 @default.
• W2188946290 date "2015-12-01" @default.
• W2188946290 modified "2023-09-27" @default.
• W2188946290 title "INTRODUCING AN INTERPOLATION METHOD TO EFFICIENTLY IMPLEMENT AN APPROXIMATE MAXIMUM LIKELIHOOD ESTIMATOR FOR THE HURST EXPONENT" @default.
• W2188946290 cites W1964208014 @default.
• W2188946290 cites W1976945668 @default.
• W2188946290 cites W1982139565 @default.
• W2188946290 cites W1988963939 @default.
• W2188946290 cites W1989890904 @default.
• W2188946290 cites W2002874196 @default.
• W2188946290 cites W2010712819 @default.
• W2188946290 cites W2031753087 @default.
• W2188946290 cites W2034895238 @default.
• W2188946290 cites W2036374938 @default.
• W2188946290 cites W2045463928 @default.
• W2188946290 cites W2050649328 @default.
• W2188946290 cites W2053323944 @default.
• W2188946290 cites W2055517604 @default.
• W2188946290 cites W2057688349 @default.
• W2188946290 cites W2063323219 @default.
• W2188946290 cites W2065332079 @default.
• W2188946290 cites W2069235103 @default.
• W2188946290 cites W2077098499 @default.
• W2188946290 cites W2078206416 @default.
• W2188946290 cites W2099401694 @default.
• W2188946290 cites W2138858836 @default.
• W2188946290 cites W2141943842 @default.
• W2188946290 cites W2143292085 @default.
• W2188946290 cites W2146655125 @default.
• W2188946290 cites W2155389514 @default.
• W2188946290 cites W2158270878 @default.
• W2188946290 cites W2161522250 @default.
• W2188946290 cites W2165773639 @default.
• W2188946290 cites W3101700446 @default.
• W2188946290 cites W3103022228 @default.
• W2188946290 cites W583634833 @default.
• W2188946290 doi "https://doi.org/10.1142/s0218348x15500450" @default.
• W2188946290 hasPublicationYear "2015" @default.
• W2188946290 type Work @default.
• W2188946290 sameAs 2188946290 @default.
• W2188946290 citedByCount "2" @default.
• W2188946290 countsByYear W21889462902016 @default.
• W2188946290 countsByYear W21889462902021 @default.
• W2188946290 crossrefType "journal-article" @default.
• W2188946290 hasAuthorship W2188946290A5008771594 @default.
• W2188946290 hasConcept C105795698 @default.
• W2188946290 hasConcept C11413529 @default.
• W2188946290 hasConcept C121332964 @default.
• W2188946290 hasConcept C126042441 @default.
• W2188946290 hasConcept C126255220 @default.
• W2188946290 hasConcept C134306372 @default.
• W2188946290 hasConcept C137800194 @default.
• W2188946290 hasConcept C158693339 @default.
• W2188946290 hasConcept C178650346 @default.
• W2188946290 hasConcept C185142706 @default.
• W2188946290 hasConcept C185429906 @default.
• W2188946290 hasConcept C28826006 @default.
• W2188946290 hasConcept C33923547 @default.
• W2188946290 hasConcept C34727166 @default.
• W2188946290 hasConcept C39927690 @default.
• W2188946290 hasConcept C41008148 @default.
• W2188946290 hasConcept C45374587 @default.
• W2188946290 hasConcept C62520636 @default.
• W2188946290 hasConcept C76155785 @default.
• W2188946290 hasConcept C96835011 @default.
• W2188946290 hasConceptScore W2188946290C105795698 @default.
• W2188946290 hasConceptScore W2188946290C11413529 @default.
• W2188946290 hasConceptScore W2188946290C121332964 @default.
• W2188946290 hasConceptScore W2188946290C126042441 @default.
• W2188946290 hasConceptScore W2188946290C126255220 @default.
• W2188946290 hasConceptScore W2188946290C134306372 @default.
• W2188946290 hasConceptScore W2188946290C137800194 @default.
• W2188946290 hasConceptScore W2188946290C158693339 @default.
• W2188946290 hasConceptScore W2188946290C178650346 @default.
• W2188946290 hasConceptScore W2188946290C185142706 @default.
• W2188946290 hasConceptScore W2188946290C185429906 @default.
• W2188946290 hasConceptScore W2188946290C28826006 @default.
• W2188946290 hasConceptScore W2188946290C33923547 @default.
• W2188946290 hasConceptScore W2188946290C34727166 @default.
• W2188946290 hasConceptScore W2188946290C39927690 @default.
• W2188946290 hasConceptScore W2188946290C41008148 @default.
• W2188946290 hasConceptScore W2188946290C45374587 @default.
• W2188946290 hasConceptScore W2188946290C62520636 @default.
• W2188946290 hasConceptScore W2188946290C76155785 @default.
• W2188946290 hasConceptScore W2188946290C96835011 @default.
• W2188946290 hasLocation W21889462901 @default.
• W2188946290 hasOpenAccess W2188946290 @default.
• W2188946290 hasPrimaryLocation W21889462901 @default.
• W2188946290 hasRelatedWork W1630551223 @default.
• W2188946290 hasRelatedWork W1856986944 @default.
• W2188946290 hasRelatedWork W1973038778 @default.
• W2188946290 hasRelatedWork W1977014957 @default.
• W2188946290 hasRelatedWork W1978214120 @default.
• W2188946290 hasRelatedWork W1980585327 @default.
• W2188946290 hasRelatedWork W2027706659 @default.
• W2188946290 hasRelatedWork W2030612970 @default.
• W2188946290 hasRelatedWork W2044088239 @default.
• W2188946290 hasRelatedWork W2069527340 @default.

• next