Autoregressive model of 1/f noise

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 257, Issue 1-2, 1999, Pages 37-42

  Kaulakys, B ^a,b  

^a VILNIUS UNIVERSITY   (Lithuania)

^b VILNIUS UNIVERSITY   (Lithuania)

Author keywords

1 f noise; Brownian motion; Fluctuation phenomena; Long memory processes; Time series

Indexed keywords

TIME SERIES;

1/F NOISE; AUTO REGRESSIVE MODELS; AUTO REGRESSIVE PROCESS; FLUCTUATION PHENOMENA; LONG MEMORY PROCESS; RECURRENCE TIME; SOLVABLE MODEL;

BROWNIAN MOVEMENT;

EID: 0013369638     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0375-9601(99)00284-4     Document Type: Article

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