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

DOI10.1109/TSP.2008.927467zbMATH Open1390.94202MaRDI QIDQ4569095FDOQ4569095

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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