Simulation of Fractional Gaussian Noise *EXACT*

Version 2.0.0.0 (2.27 KB) by Stilian Stoev
Simulation of Fractional Gaussian Noise. It reproduces theoretically EXACT autocovariance.
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Updated 15 Apr 2016

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Cite As

Stilian Stoev (2026). Simulation of Fractional Gaussian Noise *EXACT* (https://www.mathworks.com/matlabcentral/fileexchange/19797-simulation-of-fractional-gaussian-noise-exact), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008a
Compatible with any release
Platform Compatibility
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Version Published Release Notes
2.0.0.0

Added BSD license.
1.0.0.0