Efficient generation of fractional Brownian motion for simulation of infrared focal-plane array calibration drift
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Publication:1973911
DOI10.1023/A:1010027211901zbMath0999.60032OpenAlexW66305751MaRDI QIDQ1973911
Publication date: 25 November 2002
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1010027211901
Gaussian processes (60G15) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17)
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