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Volumn 14, Issue 2, 2008, Pages 180-202

Fourier series approximation of linear fractional stable motion

Author keywords

Fractional stable motion; Self similar process

Indexed keywords


EID: 40449110556     PISSN: 10695869     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00041-008-9011-7     Document Type: Article
Times cited : (7)

References (20)
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    • (1976) J. Amer. Statist. Assoc. , vol.71 , pp. 340-344
    • Chambers, J.M.1    Mallows, C.2    Stuckcw, B.W.3
  • 2
    • 40449110829 scopus 로고    scopus 로고
    • A general framework for simulation of fractional fields
    • in press
    • Cohen, S., Lacaux, C., Ledoux, M.: A general framework for simulation of fractional fields. Stoch. Process. Appl. (2008, in press)
    • (2008) Stoch. Process. Appl.
    • Cohen, S.1    Lacaux, C.2    Ledoux, M.3
  • 3
    • 0031173547 scopus 로고    scopus 로고
    • Fast and exact simulation of stationary Gaussian processes through circulant embedding of the covariance matrix
    • 4
    • Dietrich, C.R., Newsam, G.N.: Fast and exact simulation of stationary Gaussian processes through circulant embedding of the covariance matrix. SIAM J. Sci. Comput. 18(4), 1088-1107 (1997)
    • (1997) SIAM J. Sci. Comput. , vol.18 , pp. 1088-1107
    • Dietrich, C.R.1    Newsam, G.N.2
  • 9
    • 19344377281 scopus 로고
    • Hölder continuity of sample path of some self-similar stable processes
    • Kôno, N., Maejima, M.: Hölder continuity of sample path of some self-similar stable processes. Tokyo J. Math. 14, 93-100 (1991)
    • (1991) Tokyo J. Math. , vol.14 , pp. 93-100
    • Kôno, N.1    Maejima, M.2
  • 12
    • 0036859273 scopus 로고    scopus 로고
    • Fast and exact synthesis for 1-D fractional Brownian motion and fractional Gaussian noises
    • 11
    • Perrin, E., Harba, R., Jennane, R., Iribarren, I.: Fast and exact synthesis for 1-D fractional Brownian motion and fractional Gaussian noises. IEEE Signal Process. Lett. 9(11), 382-384 (2002)
    • (2002) IEEE Signal Process. Lett. , vol.9 , pp. 382-384
    • Perrin, E.1    Harba, R.2    Jennane, R.3    Iribarren, I.4
  • 15
    • 2942639996 scopus 로고    scopus 로고
    • Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform
    • 1
    • Stoev, S., Taqqu, M.S.: Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform. Fractals 12(1), 95-121 (2004)
    • (2004) Fractals , vol.12 , pp. 95-121
    • Stoev, S.1    Taqqu, M.S.2
  • 16
    • 0036887887 scopus 로고    scopus 로고
    • Estimation of the self-similarity parameter in linear fractional stable motion
    • Stoev, S., Pipiras, V., Taqqu, M.S.: Estimation of the self-similarity parameter in linear fractional stable motion. Signal Process. 82, 1873-1901 (2002)
    • (2002) Signal Process. , vol.82 , pp. 1873-1901
    • Stoev, S.1    Pipiras, V.2    Taqqu, M.S.3
  • 17
    • 84972567300 scopus 로고
    • Sample path properties of ergodic self-similar processes
    • Takashima, K.: Sample path properties of ergodic self-similar processes. Osaka J. Math. 26, 159-189 (1989)
    • (1989) Osaka J. Math. , vol.26 , pp. 159-189
    • Takashima, K.1
  • 19
    • 2942650769 scopus 로고    scopus 로고
    • Simulating sample path of linear fractional stable motion
    • 6
    • Wu, W.B., Michailidis, G., Zhang, D.: Simulating sample path of linear fractional stable motion. IEEE Trans. Inform. Theory 50(6), 1086-1096 (2004)
    • (2004) IEEE Trans. Inform. Theory , vol.50 , pp. 1086-1096
    • Wu, W.B.1    Michailidis, G.2    Zhang, D.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.