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分数噪声样本自相关的偏差AI 解读

The autocorrelation function of fractional noise, when the difference parameter is positive, is quite distinctive. However, for time series of moderate length, this pattern is unlikely to be seen in the sample autocorrelations, which are severely biased when the process mean is unknown.

分数噪声样本自相关的偏差AI 解读

The autocorrelation function of fractional noise, when the difference parameter is positive, is quite distinctive. However, for time series of moderate length, this pattern is unlikely to be seen in the sample autocorrelations, which are severely biased when the process mean is unknown.