Analytical and Computational Problems Related to Fractional Gaussian Noise
We study the projection of an element of fractional Gaussian noise onto its neighbouring elements. We prove some analytic results for the coefficients of this projection. In particular, we obtain recurrence relations for them. We also make several conjectures concerning the behaviour of these coeffi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-10-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/6/11/620 |