Li, Ming; Zhao, Wei - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 24, pp. 6268-6278
We suggest that there exists a critical point H=0.70 of the local Hölder exponent H(t) for describing the weak stationary (stationary for short) property of the modified multifractional Gaussian noise (mmGn) from the point of view of engineering. More precisely, when H(t)0.70 for t∈[0,∞],...