Fractional Gaussian Noise: Projections, Prediction, Norms
We examine the one-sided and two-sided (bilateral) projections of an element of fractional Gaussian noise onto its neighboring elements. We establish several analytical results and conduct a numerical study to analyze the behavior of the coefficients of these projections as functions of the Hurst in...
Gorde:
| Egile Nagusiak: | , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
MDPI AG
2025-06-01
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| Saila: | Fractal and Fractional |
| Gaiak: | |
| Sarrera elektronikoa: | https://www.mdpi.com/2504-3110/9/7/428 |
| Etiketak: |
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