Deriving dispersional and scaled windowed variance analyses using the correlation function of discrete fractional Gaussian noise

Physica A: Statistical Mechanics and its Applications

Volumn 265, Issue 1-2, 1999, Pages 85-96

  Raymond, Gary M ^a   Bassingthwaighte, James B ^a  

^a University of Washington   (United States)

Author keywords

Correlation function; Detrended fluctuation; Discrete fractional Brownian motion; Discrete fractional Gaussian noise; Dispersion analysis; Hurst coefficient; Scaled windowed variance analysis; Self similarity

Indexed keywords

BROWNIAN MOVEMENT; COMPUTATIONAL METHODS; CORRELATION METHODS; FUNCTIONS;

DETRENDED FLUCTUATION ANALYSIS; DISCRETE FRACTIONAL BROWNIAN MOTION; DISCRETE FRACTIONAL GAUSSIAN NOISE; DISPERSION ANALYSIS; HURST COEFFICIENT; SCALED WINDOWED VARIANCE ANALYSIS;

FRACTALS;

EID: 0033099558     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(98)00479-8     Document Type: Article

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