A fractional linear system view of the fractional Brownian motion (Q2499402): Difference between revisions

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-.1007/s11071-004-3762-8
@@ Property / DOI: 10.1007/s11071-004-3762-8 / rank @@
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+On the quadratic mapping \(z\rightarrow z^{2}-\mu \) for complex \(\mu \) and \(z\): the fractal structure of its set, and scaling
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Spectral representation of fractional Brownian motion in n dimensions and its properties
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+A correlation-based computational model for synthesizing long-range dependent data.
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+Q4003893
@@ Property / cites work: Q4003893 / rank @@
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+Q3141895
@@ Property / cites work: Q3141895 / rank @@
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+Fractional differencing
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+ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
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+A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion
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@@ Property / DOI @@
+.1007/S11071-004-3762-8
@@ Property / DOI: 10.1007/S11071-004-3762-8 / rank @@
+Normal rank