Aitken, George J.M - In: Physica A: Statistical Mechanics and its Applications 333 (2004) C, pp. 1-9
It is well known that fractional Gaussian noise (fGn) generated by synthesizing the fGn autocorrelation structure exhibits exact short and long-term dependence, as well as a good approximation to the theoretical power-law spectrum. In contrast, the spectral synthesis method (SSM), based on...