A rigorous derivation of power spectrum of fractional Gaussian noise

This letter gives a concise and rigorous derivation of the power spectrum density function of fractional Gaussian noise (fGn).

Bibliographic Details
Main Author: LI, MING
Format: Article
Published: WORLD SCIENTIFIC PUBL CO PTE LTD 2006
Subjects:
Online Access:http://shdl.mmu.edu.my/3288/