Simulation of two-dimensional fractional Gaussian noise

DOI10.1023/B:MCAP.0000012417.10460.03zbMath1044.60030OpenAlexW2008200748MaRDI QIDQ1431347

Aleksi Penttinen, Jorma Virtamo

Publication date: 27 May 2004

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:mcap.0000012417.10460.03

zbMATH Keywords

long range dependenceprocess simulationtwo-dimensional fractional Gaussian noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

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