The spectra and periodograms of anti-correlated discrete fractional Gaussian noise
type: Item
instance of: scholarly article
title: The spectra and periodograms of anti-correlated discrete fractional Gaussian noise
zbMATH Open document ID: 1020.60024
DOI: 10.1016/S0378-4371(02)01748-X
author: G. M. Raymond
author: Donald B. Percival
author: J. B. Bassingthwaighte
published in: Physica A
publication date: 2003-04-23T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 1900385
zbMATH Keywords: Hurst coefficient
zbMATH Keywords: finite-length time series
zbMATH Keywords: spectral exponent
describes a project that uses: longmemo
describes a project that uses: sapa
describes a project that uses: wmtsa
MaRDI profile type: Publication
Wikidata QID: Q84425783
cites work: Fractional Brownian Motions, Fractional Noises and Applications
cites work: A comparsion of estimators for \(1/f\) noise
cites work: Q4865042
cites work: Self-Similar Probability Distributions
cites work: Q4488348
cites work: Spectral Analysis for Physical Applications
full work available at URL: s0378-4371(02)01748-x
OpenAlex ID: W2041448420
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description: scientific article; zbMATH DE number 1900385