nth-order fractional Brownian motion and fractional Gaussian noises

IEEE Transactions on Signal Processing

Volumn 49, Issue 5, 2001, Pages 1049-1059

  Perrin, Emmanuel ^a,b   Harba, Rachid ^a,b   Berzin Joseph, Corinne ^c   Iribarren, Ileana ^d   Bonami, Aline ^e  

^a UNIVERSITÉ D'ORLÉANS   (France)

^b French CNRS GDR ISIS Research Group   (France)

^c UNIV GRENOBLE ALPES   (France)

^d FACULTAD DE CIENCIAS   (Venezuela)

^e Applic et Phys Math d'Orleans   (France)

Author keywords

1 f processes; Fractional Brownian motion; Fractional Gaussian noises; Parameter estimation; Self similarity; Signal synthesis

Indexed keywords

BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; FUNCTIONS; GAUSSIAN NOISE (ELECTRONIC); MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION; PARAMETER ESTIMATION; SPECTRUM ANALYSIS;

CHOLESKY TYPE SYNNTHESIS; COVARIANCE FUNCTION; CRAMER-RAO LOWER BOUND; FRACTIONAL BROWNIAN MOTION; FRACTIONAL GAUSSIAN NOISE; POWER SPECTRAL DENSITY; SIGNAL SYNTHESIS;

SIGNAL FILTERING AND PREDICTION;

EID: 0035339968     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.917808     Document Type: Article

References (22)