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Two approximation methods to synthesize the power spectrum of fractional Gaussian noise - MaRDI portal

Two approximation methods to synthesize the power spectrum of fractional Gaussian noise (Q1020907)

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scientific article; zbMATH DE number 5560211
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English
Two approximation methods to synthesize the power spectrum of fractional Gaussian noise
scientific article; zbMATH DE number 5560211

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    Two approximation methods to synthesize the power spectrum of fractional Gaussian noise (English)
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    2 June 2009
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    self-similarity
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    long-range dependence
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    fractional Gaussian noise
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    power spectrum synthesis
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    Hurst parameter
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