M. Mandies
1 Papers
M. Mandies is an academic researcher. The author has contributed to research in topics: Fractional Brownian motion & Spectral method. The author has an hindex of 1, co-authored 1 publications.
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Papers
On spectral simulation of fractional Brownian motion
A. B. Dieker,M. Mandies +1 more
- 01 Jan 2003
TL;DR: In this paper, the authors study the class of approximate methods that are based on the spectral properties of fBm's stationary incremental process, usually called fractional Gaussian noise (fGn).