Power Spectrum of Generalized Fractional Gaussian Noise

الملخص EN

Recently, we introduced a type of autocorrelation function (ACF) to describe a long-range dependent (LRD) process indexed with two parameters, which takes standard fractional Gaussian noise (fGn for short) as a special case.

For simplicity, we call it the generalized fGn (GfGn).

This short paper gives the power spectrum density function (PSD) of GfGn.