Power Spectrum of Generalized Fractional Gaussian Noise
Recently, we introduced a type of autocorrelation function (ACF) to describe a long-range dependent (LRD) process indexed with two parameters, which takes standard fractional Gaussian noise (fGn for short) as a special case. For simplicity, we call it the generalized fGn (GfGn). This short paper giv...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2013-01-01
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| Series: | Advances in Mathematical Physics |
| Online Access: | http://dx.doi.org/10.1155/2013/315979 |
| Summary: | Recently, we introduced a type of autocorrelation function (ACF) to describe a long-range dependent (LRD) process indexed with two parameters, which takes standard fractional Gaussian noise (fGn for short) as a special case. For simplicity, we call it the generalized fGn (GfGn). This short paper gives the power spectrum density function (PSD) of GfGn. |
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| ISSN: | 1687-9120 1687-9139 |