Essays about: "Fractional Gaussian noise"

Found 3 essays containing the words Fractional Gaussian noise.

1. 1. Symmetric alpha-Stable Adapted Demodulation and Parameter Estimation

   University essay from Luleå tekniska universitet/Signaler och system

   Author : Kristoffer Hägglund; [2018]
   Keywords : ;

   Abstract : Transmission and reception of signals in wireless communication systems is affected by additive interference corrupting the signal. Traditionally, the interference is assumed to be AWGN and the system designs are usually based on that assumption. READ MORE

3. 2. Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market

   University essay from Linnéuniversitetet/Institutionen för matematik (MA)

   Author : Zijie Feng; [2018]
   Keywords : geometric fractional Brownian motion; fractional Brownian motion; fractional Gaussian noise; Hurst exponent;

   Abstract : As an extension of the geometric Brownian motion, a geometric fractional Brownian motion (GFBM) is considered as a stock-price model. The modeled GFBM is compared with empirical Chinese stock prices. Comparisons are performed by considering logarithmic-return densities, autocovariance functions, spectral densities and trajectories. READ MORE

4. 3. On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets

   University essay from Matematiska och systemtekniska institutionen

   Author : Haidar Al-Talibi; [2007]
   Keywords : Fractional Brownian motion; Fractional Gaussian noise; semmimartingale; volatility.;

   Abstract : In recent years, the field of Fractional Brownian motion, Fractional Gaussian noise and long-range dependent processes has gained growing interest. Fractional Brownian motion is of great interest for example in telecommunications, hydrology and the generation of artificial landscapes. READ MORE