Two approximation methods to synthesize the power spectrum of fractional Gaussian noise (Q1020907)
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scientific article; zbMATH DE number 5560211
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| English | Two approximation methods to synthesize the power spectrum of fractional Gaussian noise |
scientific article; zbMATH DE number 5560211 |
Statements
Two approximation methods to synthesize the power spectrum of fractional Gaussian noise (English)
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2 June 2009
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self-similarity
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long-range dependence
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fractional Gaussian noise
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power spectrum synthesis
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Hurst parameter
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0.8296914100646973
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0.7984567880630493
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0.7481533288955688
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0.7447863817214966
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0.737064778804779
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