论文信息 - Broken line process derived as an approximation to fractional noise

Broken line process derived as an approximation to fractional noise

The broken line process has been advanced recently as a possible replacement for fractional noise as a model representing long-run persistence in hydrology and turbulence. It is shown that in fact one can rederive the broken line process as an approximation to fractional noise and that efforts to preserve the value of ρ″(0;) may well be misplaced.

B. Mandelbrot

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