Variance bound of ACF estimation of one block of fGn with LRD

Mathematical Problems in Engineering

Volumn 2010, Issue , 2010, Pages

  Li, Ming ^a   Zhao, Wei ^b  

^a EAST CHINA NORMAL UNIVERSITY   (China)

^b UNIVERSITY OF MACAU   (Macao)

Author keywords

[No Author keywords available]

Indexed keywords

GAUSSIAN NOISE (ELECTRONIC);

AUTOCORRELATION FUNCTIONS; BLOCK SIZES; FRACTIONAL GAUSSIAN NOISE (FGN); HURST PARAMETER; LONG RANGE DEPENDENCE; NUMBER OF DATUM; SAMPLE LENGTH; START POINT;

AUTOCORRELATION;

EID: 77953503777     PISSN: 1024123X     EISSN: 15635147     Source Type: Journal    
DOI: 10.1155/2010/560429     Document Type: Article

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