Statistical analysis of successive random additions for generating fractional Brownian motion
Year of publication: |
2000
|
---|---|
Authors: | McGaughey, Donald R ; Aitken, George J.M |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 277.2000, 1, p. 25-34
|
Publisher: |
Elsevier |
Subject: | Fractals | Fractional Gaussian noise | Exact simulation |
-
Long and short-term correlation properties of computer-generated fractional Gaussian noise
Aitken, George J.M, (2004)
-
Analyzing exact fractal time series: evaluating dispersional analysis and rescaled range methods
Caccia, David C., (1997)
-
Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series
Cannon, Michael J., (1997)
- More ...
-
Long and short-term correlation properties of computer-generated fractional Gaussian noise
Aitken, George J.M, (2004)
- More ...