Power spectrum of generalized fractional Gaussian noise (Q2248424)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power spectrum of generalized fractional Gaussian noise |
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Power spectrum of generalized fractional Gaussian noise (English)
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26 June 2014
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Summary: Recently, we introduced a type of autocorrelation function (ACF) to describe a long-range dependent (LRD) process indexed with two parameters, which takes standard fractional Gaussian noise (fGn for short) as a special case. For simplicity, we call it the generalized fGn (GfGn). This short paper gives the power spectrum density function (PSD) of GfGn.
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