Synthesis of multifractional Gaussian noises based on variable-order fractional operators
暂无分享,去创建一个
Hongguang Sun | Yangquan Chen | Tianshuang Qiu | Hu Sheng | Y. Chen | Hongguang Sun | H. Sheng | T. Qiu
[1] Ming Li. Fractal Time Series—A Tutorial Review , 2010 .
[2] Azer Bestavros,et al. Self-similarity in World Wide Web traffic: evidence and possible causes , 1996, SIGMETRICS '96.
[3] B. Mandelbrot,et al. Fractional Brownian Motions, Fractional Noises and Applications , 1968 .
[4] K. Falconer. The Local Structure of Random Processes , 2003 .
[5] Jan Beran,et al. Statistics for long-memory processes , 1994 .
[6] S. C. Lim,et al. Modeling of locally self-similar processes using multifractional Brownian motion of Riemann-Liouville type. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.
[7] M. Ortigueira,et al. On the relation between the fractional Brownian motion and the fractional derivatives , 2008 .
[8] Dov Ingman,et al. Application of Differential Operator with Servo-Order Function in Model of Viscoelastic Deformation Process , 2005 .
[9] Hu Sheng,et al. On mean square displacement behaviors of anomalous diffusions with variable and random orders , 2010 .
[10] Krzysztof Burnecki,et al. Levy Stable Processes. From Stationary to Self-Similar Dynamics and Back. An Application to Finance , 2004 .
[11] Bertram Ross,et al. Fractional integration operator of variable order in the holder spaces Hλ(x) , 1995 .
[12] Adam Loverro,et al. Fractional Calculus : History , Definitions and Applications for the Engineer , 2004 .
[13] H. E. Hurst,et al. Long-Term Storage Capacity of Reservoirs , 1951 .
[14] Yangquan Chen,et al. FARIMA with stable innovations model of Great Salt Lake elevation time series , 2011, Signal Process..
[15] Y. Chen,et al. Variable-order fractional differential operators in anomalous diffusion modeling , 2009 .
[16] Carlos F.M. Coimbra,et al. The variable viscoelasticity oscillator , 2005 .
[17] M. Taqqu,et al. Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance , 1995 .
[18] Anne Lohrli. Chapman and Hall , 1985 .
[19] Renaud Marty,et al. Invariance principle, multifractional gaussian processes and long-range dependence , 2008 .
[20] Carlos F.M. Coimbra,et al. On the Selection and Meaning of Variable Order Operators for Dynamic Modeling , 2010 .
[21] Carl F. Lorenzo,et al. Variable Order and Distributed Order Fractional Operators , 2002 .
[22] Murad S. Taqqu,et al. Robustness of whittle-type estimators for time series with long-range dependence , 1997 .
[23] Rolando Danganan Navarro,et al. The Identification of Long Memory Process in the Asean-4 Stock Markets by Fractional and Multifractional Brownian Motion , 2006 .
[24] Murad S. Taqqu,et al. Fractional Ornstein-Uhlenbeck Lévy processes and the Telecom process: Upstairs and downstairs , 2005, Signal Process..
[25] Yangquan Chen,et al. An improved Hurst parameter estimator based on fractional Fourier transform , 2010, Telecommun. Syst..
[26] Benjamin M. Tabak,et al. Time-varying long-range dependence in US interest rates , 2007 .
[27] Chien-Cheng Tseng,et al. Design of variable and adaptive fractional order FIR differentiators , 2006, Signal Process..
[28] P. Laguna,et al. Signal Processing , 2002, Yearbook of Medical Informatics.
[29] D. W. Allan,et al. A statistical model of flicker noise , 1966 .
[30] R. Peltier,et al. Multifractional Brownian Motion : Definition and Preliminary Results , 1995 .
[31] Stefan Samko,et al. Fractional integration and differentiation of variable order , 1995 .
[32] Martin Schechter. The invariance principle , 1979 .
[33] Manuel Duarte Ortigueira,et al. Introduction to fractional linear systems. Part 1. Continuous-time case , 2000 .
[34] Dov Ingman,et al. Constitutive Dynamic-Order Model for Nonlinear Contact Phenomena , 2000 .
[35] Carlos F.M. Coimbra,et al. Mechanics with variable‐order differential operators , 2003 .
[36] I. Podlubny. Fractional differential equations , 1998 .
[37] Manuel Duarte Ortigueira. INTRODUCTION TO FRACTIONAL LINEAR SYSTEMS I: Continuous-Time case 1 , 2000 .
[38] Jean-Christophe Pesquet,et al. Synthesis of bidimensional alpha-stable models with long-range dependence , 2002, Signal Process..
[39] Nikita Zaveri,et al. Fractional Order Signal Processing of Electrochemical Noises , 2008 .
[40] Demetris Koutsoyiannis,et al. Climate change, the Hurst phenomenon, and hydrological statistics , 2003 .
[41] Tom T. Hartley,et al. Fractional-order system identification based on continuous order-distributions , 2003, Signal Process..
[42] A. Kolmogorov. Wienersche spiralen und einige andere interessante Kurven in Hilbertscen Raum, C. R. (doklady) , 1940 .
[43] Yangquan Chen,et al. On distributed order integrator/differentiator , 2011, Signal Process..
[44] S. C. Lim,et al. Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type , 2001 .
[45] Martijn Gough. Climate change , 2009, Canadian Medical Association Journal.