The spectra and periodograms of anti-correlated discrete fractional Gaussian noise

DOI10.1016/S0378-4371(02)01748-XzbMath1020.60024OpenAlexW2041448420WikidataQ84425783 ScholiaQ84425783MaRDI QIDQ1866928

G. M. Raymond, Donald B. Percival, James B. Bassingthwaighthe

Publication date: 23 April 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(02)01748-x

zbMATH Keywords

Hurst coefficientspectral exponentfinite-length time series

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

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Uses Software

• longmemo
• sapa
• wmtsa

Cites Work

• A comparsion of estimators for \(1/f\) noise
• Spectral Analysis for Physical Applications
• Self-Similar Probability Distributions
• Fractional Brownian Motions, Fractional Noises and Applications
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• Unnamed Item

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