Permissibility of fractal exponents and models of band-limited two-point functions for fGn and fBm random fields

DOI10.1007/S00477-003-0126-8zbMath1065.60052OpenAlexW2077681836MaRDI QIDQ1885397

Yanyan Li

Publication date: 28 October 2004

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-003-0126-8

zbMATH Keywords

fractional Brownian motionHurst exponentcovariancestructure functionfractional Gaussian noiseself-affine

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Sample path properties (60G17) Self-similar stochastic processes (60G18)

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