The spectra and periodograms of anti-correlated discrete fractional Gaussian noise

Physica A: Statistical Mechanics and its Applications

Volumn 322, Issue , 2003, Pages 169-179

  Raymond, G M ^a   Percival, D B ^a   Bassingthwaighte, J B ^a  

^a University of Washington   (United States)

Author keywords

Anti correlated fractional Gaussian noise; Hurst coefficient; Periodogram; Power law; Spectra; Time series analysis

Indexed keywords

APPROXIMATION THEORY; DATA REDUCTION; FREQUENCIES; SPECTRUM ANALYSIS; TIME SERIES ANALYSIS;

PERIODOGRAMS;

GAUSSIAN NOISE (ELECTRONIC);

EID: 0037405686     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01748-X     Document Type: Article

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