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...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2025-06-01
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| Colecção: | Fractal and Fractional |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/2504-3110/9/7/428 |
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