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~person:"McGaughey, Donald R"
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McGaughey, Donald R
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Aitken, George J.M
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Physica A: Statistical Mechanics and its Applications
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Statistical analysis of successive random additions for generating fractional Brownian motion
McGaughey, Donald R
;
Aitken, George J.M
- In:
Physica A: Statistical Mechanics and its Applications
277
(
2000
)
1
,
pp. 25-34
). The difference of adjacent samples of FBM is called
fractional
Gaussian
noise
(FGN) and has a known self …
Persistent link: https://www.econbiz.de/10010591073
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