Search Results - subject:"Fractional Gaussian noise"

To what extent are temperature levels changing due to greenhouse gas emissions?

Dagsvik, John K.; Moen, Sigmund H. - 2023

Weather and temperatures vary in ways that are difficult to explain and predict precisely. In this article we review data on temperature variations in the past as well possible reasons for these variations. Subsequently, we review key properties of global climate models and statistical analyses...

Persistent link: https://www.econbiz.de/10014550270

To what extent are temperature levels changing due to greenhouse gas emissions?

Dagsvik, John K.; Moen, Sigmund H. - 2023

Persistent link: https://www.econbiz.de/10014390576

On the optimal forecast with the fractional Brownian motion

Wang, Xiaohu; Zhang, Chen; Yu, Jun - 2022

Persistent link: https://www.econbiz.de/10013542217

Finite sample comparison of alternative estimators for fractional Gaussian noise

Shi, Shuping; Yu, Jun; Zhang, Chen - 2022

Persistent link: https://www.econbiz.de/10013542219

Statistical inference for the first-order autoregressive process with the fractional Gaussian noise

Huang, Yinzhong; Xiao, Weilin; Yu, Xiaojian - In: Quantitative finance 24 (2024) 10, pp. 1509-1527

Persistent link: https://www.econbiz.de/10015196938

Quantum probes for fractional Gaussian processes

Paris, Matteo G.A. - In: Physica A: Statistical Mechanics and its Applications 413 (2014) C, pp. 256-265

We address the characterization of classical fractional random noise via quantum probes. In particular, we focus on estimation and discrimination problems involving the fractal dimension of the trajectories of a system subject to fractional Brownian noise. We assume that the classical degree of...

Persistent link: https://www.econbiz.de/10010906948

On bandlimitedness and lag-limitedness of fractional Gaussian noise

Li, Ming; Zhao, Wei - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 9, pp. 1955-1961

The contributions of this short paper are two-fold. We shall show two interesting properties of fractional Gaussian … noise (fGn), namely, its bandlimitedness and lag-limitedness. The computation formulas for the maximum frequency of …

Persistent link: https://www.econbiz.de/10010742323

Sun, Jingliang; Sheng, Huanye - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 17, pp. 2995-3001

method can remove the polynomial and sinusoidal trends from the fractional Gaussian noise (fGn) background. We illustrate the …

Persistent link: https://www.econbiz.de/10011057687

Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series

Serinaldi, Francesco - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 14, pp. 2770-2781

techniques are designed to be applied to signals behaving as a stationary fractional Gaussian noise (fGn), whereas others imply …

Persistent link: https://www.econbiz.de/10011064518

A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence

Sun, Wei; Rachev, Svetlozar; Fabozzi, Frank; Kalev, Petko - In: Empirical Economics 36 (2009) 1, pp. 201-229

Persistent link: https://www.econbiz.de/10005612885