Correlation properties of (discrete) fractional Gaussian noise and fractional Brownian motion

DOI10.1155/2015/485623zbMath1393.60036OpenAlexW1587780681WikidataQ59118711 ScholiaQ59118711MaRDI QIDQ1665793

Didier Delignieres

Publication date: 27 August 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/485623

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

Related Items

Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models, Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models, Biases in the simulation and analysis of fractal processes

Uses Software

• longmemo

Cites Work

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