The spectra and periodograms of anti-correlated discrete fractional Gaussian noise (Q1866928)

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

    Statements

    title
    The spectra and periodograms of anti-correlated discrete fractional Gaussian noise (English)
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    author
    G. M. Raymond
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    Donald B. Percival
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    published in
    Physica A
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    publication date
    23 April 2003
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    zbMATH Keywords
    Hurst coefficient
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    finite-length time series
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    spectral exponent
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    describes a project that uses
    longmemo
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    sapa
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    wmtsa
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    Identifiers

    zbMATH DE Number
    1900385
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    Wikidata QID
    Q84425783
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