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- W2167580329 abstract "Tempered fractional Brownian motion (TFBM) modifies the power law kernel in the moving average representation of a fractional Brownian motion, adding an exponential tempering. Tempered fractional Gaussian noise (TFGN), the increments of TFBM, form a stationary time series that can exhibit semi-long range dependence. This paper develops the basic theory of TFBM, including moving average and spectral representations, sample path properties, and an application to modeling wind speed." @default.
- W2167580329 created "2016-06-24" @default.
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- W2167580329 date "2013-10-01" @default.
- W2167580329 modified "2023-10-14" @default.
- W2167580329 title "Tempered fractional Brownian motion" @default.
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- W2167580329 doi "https://doi.org/10.1016/j.spl.2013.06.016" @default.
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