Some Studies on the Structure of Covariance Matrix of Discrete-Time fBm

DOI10.1109/TSP.2008.927467MaRDI QIDQ4569095zbMATH OpenFDO

Authors Anubha Gupta, Shiv Dutt Joshi

Publication date 27 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(2)

• On the approximate discrete KLT of fractional Brownian motion and applications
• The structure of autocovariance matrix of discrete time subfractional Brownian motion

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