A correlation-based computational model for synthesizing long-range dependent data.
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Publication:1428211
DOI10.1016/j.jfranklin.2003.09.002zbMath1051.93095OpenAlexW2011161232WikidataQ59204160 ScholiaQ59204160MaRDI QIDQ1428211
Publication date: 14 March 2004
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2003.09.002
Brownian motionFourier analysisHurst parameterStationary processFractional Gaussian noiseFiltersLong-range dependent data generationTeletraffic
Gaussian processes (60G15) Stationary stochastic processes (60G10) Stochastic systems in control theory (general) (93E03)
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Uses Software
Cites Work
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