The spectra and periodograms of anti-correlated discrete fractional Gaussian noise (Q1866928)
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scientific article; zbMATH DE number 1900385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The spectra and periodograms of anti-correlated discrete fractional Gaussian noise |
scientific article; zbMATH DE number 1900385 |
Statements
The spectra and periodograms of anti-correlated discrete fractional Gaussian noise (English)
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23 April 2003
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Hurst coefficient
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finite-length time series
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spectral exponent
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0.88665146
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0.87988865
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0.8752142
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0.8724891
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0.8595973
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0.8472615
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0.8414762
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0.84141064
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