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On fast generation of fractional Gaussian noise

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  • Purczynski, Jan
  • Wlodarski, Przemyslaw

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  • Purczynski, Jan & Wlodarski, Przemyslaw, 2006. "On fast generation of fractional Gaussian noise," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2537-2551, June.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:10:p:2537-2551
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    Cited by:

    1. Ledesma, Sergio & Liu, Derong & Hernandez, Donato, 2007. "Two approximation methods to synthesize the power spectrum of fractional Gaussian noise," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1047-1062, October.
    2. Sousa-Vieira, M.E. & Suárez-González, A. & López-García, C. & Fernández-Veiga, M. & López-Ardao, J.C. & Rodríguez-Rubio, R.F., 2010. "Fast simulation of self-similar and correlated processes," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2040-2061.

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