LRD and self-similarity

• X(n): second-order self-similar process

• X(n): LRD process

• Second-order self-similarity implies LRD and vice-versa, with restriction
  • 0.5<Hə
    with a=2H-1 or H=0.5(a+1)

• Important: X(n) is wide-sense stationary.

Previous slide

Next slide

Back to first slide

View graphic version