Financial

Fractional Noise

Fractional Noise

A noise which is not completely independent of previous values. See Fractional Brownian Motion, 1/f Noise, White Noise.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.
References in periodicals archive
Van Ness, "Fractional Brownian motions, fractional noises and applications," SIAM Review, vol.
1968, Fractional Brownian motions, fractional noises and applications.
and Van Ness, J.: 1968, Fractional Brownian Motions, fractional noises, and applications.
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