DEFINITION AND STATIONARITY OF FRACTIONAL GAUSSIAN NOISE

被引：10
|
作者：
MANDELBROT, BB [1 ]
机构：
[1] IBM CORP, THOMAS J WATSON RES CTR,YORKTOWN HTS,NY 10598
来源：
JOURNAL OF HYDROLOGY | 1976年 / 30卷 / 04期
关键词：
D O I：
10.1016/0022-1694(76)90122-0
中图分类号：
TU [建筑科学];
学科分类号：
0813 ;
摘要：
引用
收藏
页码：407 / 409
页数：3
相关论文
共 50 条
  • [1] Revisiting fractional Gaussian noise
    Li, Ming
    Sun, Xichao
    Xiao, Xi
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 514 : 56 - 62
  • [2] Fractional Brownian motion and fractional Gaussian noise
    Qian, H
    [J]. PROCESSES WITH LONG-RANGE CORRELATIONS: THEORY AND APPLICATIONS, 2003, 621 : 22 - 33
  • [3] On fast generation of fractional Gaussian noise
    Purczynski, Jan
    Wlodarski, Przemyslaw
    [J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2006, 50 (10) : 2537 - 2551
  • [4] FAST FRACTIONAL GAUSSIAN NOISE GENERATOR
    MANDELBROT, BB
    [J]. WATER RESOURCES RESEARCH, 1971, 7 (03) : 543 - +
  • [5] Regularised Estimators for Fractional Gaussian Noise
    Vivero, Oskar
    Heath, William P.
    [J]. 49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2010, : 5025 - 5030
  • [6] Persistent homology of fractional Gaussian noise
    Masoomy, H.
    Askari, B.
    Najafi, M. N.
    Movahed, S. M. S.
    [J]. PHYSICAL REVIEW E, 2021, 104 (03)
  • [7] A Nonlinear Filter with Fractional Gaussian Noise
    Elliott, Robert J.
    Deng, Jia
    [J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 2011, 29 (03) : 503 - 510
  • [8] Fractional oscillator driven by a Gaussian noise
    Drozdov, A. D.
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2007, 376 : 237 - 245
  • [9] FAST FRACTIONAL GAUSSIAN NOISE GENERATOR
    MANDELBR.BB
    [J]. TRANSACTIONS-AMERICAN GEOPHYSICAL UNION, 1971, 52 (04): : 197 - &
  • [10] Quantitatively investigating the locally weak stationarity of modified multifractional Gaussian noise
    Li, Ming
    Zhao, Wei
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2012, 391 (24) : 6268 - 6278
12345