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|Title:||A correlation-based computational model for synthesizing long-range dependent data||Authors:||Li, M.
Fractional Gaussian noise
Long-range dependent data generation
|Issue Date:||2004||Citation:||Li, M., Chi, C.-H. (2004). A correlation-based computational model for synthesizing long-range dependent data. Journal of the Franklin Institute 340 (6-7) : 503-514. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jfranklin.2003.09.002||Abstract:||The authors present a computation model to generate long-range dependent (LRD) data according to a given correlation structure by filtering white noise. The simulation procedure of LRD data according to a given correlation structure is explained. A case study is illustrated with real LRD data series in the Internet. © 2003 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.||Source Title:||Journal of the Franklin Institute||URI:||http://scholarbank.nus.edu.sg/handle/10635/39584||ISSN:||00160032||DOI:||10.1016/j.jfranklin.2003.09.002|
|Appears in Collections:||Staff Publications|
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