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Power Spectrum of Generalized Fractional Gaussian Noise
oleh: Ming Li
Format: | Article |
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Diterbitkan: | Hindawi Limited 2013-01-01 |
Deskripsi
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.