The spectra and periodograms of anti-correlated discrete fractional Gaussian noise

G.M. Raymond, D.B. Percival and J.B. Bassingthwaighte

Physica A: Statistical Mechanics and its Applications, 2003, vol. 322, issue C, 169-179

Abstract: Discrete fractional Gaussian noise (dFGN) has been proposed as a model for interpreting a wide variety of physiological data. The form of actual spectra of dFGN for frequencies near zero varies as f1−2H, where 0Keywords: Anti-correlated fractional Gaussian noise; Power law; Spectra; Hurst coefficient; Periodogram; Time series analysis (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:322:y:2003:i:c:p:169-179

DOI: 10.1016/S0378-4371(02)01748-X

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