Title of article
A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion
Author/Authors
Yen-Ching Chang، نويسنده , , Chih-Shyang Chang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
6
From page
554
To page
559
Keywords
Fractional Gaussian noise , regular process. , Discrete-time fractional Brownian motion , fractional Brownian motion , discrete-time fractional Gaussian noise , Hurst parameter
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Serial Year
2002
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Record number
388599
Link To Document