@inproceedings{37aa1bc73186441fb4a0be2128fcf6bd,
title = "Filtered fractals in signal modeling",
abstract = "In this paper, we study filtered versions of fractionally differenced Gaussian noise (fdGn) processes. Fractionally differenced Gaussian noise is a discrete time equivalent of fractional Brownian motion. Filtered versions of such processes are ideally suited for modeling signals with both short term and long term correlation structures. We describe two iterative algorithms for estimating the parameters of filtered fdGn processes.",
author = "Mohamed Deriche and Tewfik, \{Ahmed H.\}",
year = "1993",
language = "English",
isbn = "0780312813",
series = "Proceedings - IEEE International Symposium on Circuits and Systems",
publisher = "Publ by IEEE",
pages = "519--522",
booktitle = "Proceedings - IEEE International Symposium on Circuits and Systems",
note = "1993 IEEE International Symposium on Circuits and Systems ; Conference date: 03-05-1993 Through 06-05-1993",
}