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 :
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