|
Volumn 277, Issue 1, 2000, Pages 25-34
|
Statistical analysis of successive random additions for generating fractional Brownian motion
|
Author keywords
[No Author keywords available]
|
Indexed keywords
ALGORITHMS;
CORRELATION THEORY;
ERROR ANALYSIS;
FRACTALS;
SPURIOUS SIGNAL NOISE;
TIME SERIES ANALYSIS;
FRACTIONAL BROWNIAN MOTION (FBM);
FRACTIONAL GAUSSIAN NOISE (FGN);
POWER SPECTRAL DENSITY (PSD);
SUCCESSIVE RANDOM ADDITION (SRA);
BROWNIAN MOVEMENT;
|
EID: 0033891565
PISSN: 03784371
EISSN: None
Source Type: Journal
DOI: 10.1016/S0378-4371(99)00438-0 Document Type: Article |
Times cited : (19)
|
References (4)
|