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In the present paper, we focus on the correlation properties of discrete-time versions of these processes dfgn and dfbm. beautiful housewives seeking sex encounter
A fundamental property of fBm is that in such process variance is a Discrete bj west function of the time span over which it is computed: where is the Hurst exponent, which can take any real value within the interval.
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We show that, as H approaches 1, the ACF of dfGn tends towards 1 at all lags, suggesting that dfGn series tend towards straight line. Bouchaud, J. Feigenbaum, J.
Correlation properties of (discrete) fractional gaussian noise and fractional brownian motion
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