Two approximation methods to synthesize the power spectrum of fractional Gaussian noise
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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.
- Vadim Teverovsky & Murad Taqqu, 1997. "Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator," Journal of Time Series Analysis, Wiley Blackwell, vol. 18(3), pages 279-304, May.
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