Power Spectrum of Generalized Fractional Gaussian Noise

Ming Li

Advances in Mathematical Physics, 2013, vol. 2013, issue 1

Abstract: 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.

Date: 2013
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https://doi.org/10.1155/2013/315979

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlamp:v:2013:y:2013:i:1:n:315979

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