Mathematical and Statistical Properties of 1/f (One-Over-F) Noise
see also
mathematical and statistical properties of 1/f2 noise
mathematical studies of long-memory processes
2002
-
T Antal, M Droz, G Gyorgyi, Z Racz (2002),
"Roughness distributions for 1/fa signals",
arxiv.org preprint, cond-mat/0112277
[ PDF]
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MJ Fadili, ET Bullmore (2002),
"Wavelet-generalized least squares: a new BLU estimator
of linear regression models with 1/f errors",
NeuroImage, 15:217-232.
[ PDF ]
2001
-
D McClain (2001),
"Numerical simulation of pink noise",
preprint (Raytheon Missile Systems, Co.)
[ PDF ]
2000
-
S Ishioka, Z Gingl, D Choi, N Fuchikami (2000),
"Amplitude truncation of Gaussian 1/fa noises",
Physics Letters A, 269:7-12.
1999
-
H Akabane, M Agu, A Yoshida (1999),
"Fractal characters of 1/2-order
integration of white noise and 1/f resistance fluctuation",
Japanese Journal of Applied Physics, 38(5A):3007-3010.
-
T Saito, M Agu, M Yamada (1999),
"A measure of complexity for 1/f fluctuation",
Japanese Journal of Applied Physics, 38(5B):L596-L599.
1998
-
M Agu, M Tamada (1998),
"Short-time information entropy as a complexity measure",
Japanese Journal of Applied Physics, 37(11B):L1415-L1417.
-
H Akabane, M Agu (1998),
"Time-reversible property of 1/f fluctuation using higher-ord
correlation function",
Japanese Journal of Applied Physics, 37(7A):L830-L832.
-
Brett Ninness,
"Estimation of 1/f noise",
IEEE Transactions on Information Theory, 44(1), 32-46 (1998)
-
Berndt Pilgram, Daniel T. Kaplan,
"A comparison of estimators for 1/f noise",
Physica D, 114:108-122 (1998).
1997
-
S Thurner, SB Lowen, MC Feurstein, C Heneghan, HG Feichtinger,
MC Teich (1997),
"Analysis, synthesis, and estimation of fractal-rate stochastic
point processes",
Fractals, 5(4):565-595.
1995
-
NJ Kasdin (1995),
"Discreate simulation of colored noise and stochastic-processes
and 1/f(alpha) power-law noise generation",
Proceedings of the IEEE, 83(5):802-827.
-
I Nagy, Z Gingl, LB Kiss, J Vinko (1995),
"A method for testing first-order
Markovian property of Gaussian phenomena including
1/f noise",
Physica B, 216(1-2):79-84.
-
MS Taqqu, V. Teverovsky, W. Willinger,
"Estimators for long-range dependence: an empirical study",
Fractals, 3(4):785-798 (1995).
1993
-
M. Deriche, A.H. Tewfik,
"Maximum likelihood estimation of the parameters of discrete
fractionally differenced gaussian noise process",
IEEE Transactions on Signal Processing, 41(10), 2977-2989 (1993).
-
Paul Newbold, Christos Agiakloglou (1993),
"Bias in the sample autocorrelations of fractional noise",
Biometrika, 80(3):698-702.
1992
-
K.P. O'Brien, M.B. Weissman,
"Statistical signatures of self-organization",
Physical Review A, 46(8), R4475-R4478 (1992).
-
GW Wornell (1992),
"Wavelet-based representations fot the 1/f family of
fractal processes",
Proceedings of the IEEE, 81:1428-1450.
1991
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NP Greis , HS Greenside (1991),
"Implication of a power-law power spectrum for self-affinity",
Physical Review A, 44:2324-2334.
-
E. Masry,
Flicker noise and the estimation of the
Allan variance
IEEE Transactions on Information Theory, 37(4), 1173-1177 (1991).
-
James Theiler, "Some comments on the correlation dimension
of 1/fa noise", Physics Letters A, 155, 480-493 (1991).
1990
-
Steven B. Lowen, Malvin C. Teich (1990),
"Power-law shot noise",
IEEE Transactions on Information Theory, 36(6), 1302-1318.
- Gregory Wornell (1990),
"A Karhunen-Loeve-like expansion for 1/f processes via wavelets",
IEEE Transactions on Information Theory, 36(4), 859-861.
1989
- S.B. Lowen, M.C. Teich (1989),
"Generalised 1/f shot noise",
Electronic Letters,25, 1072-1074.
-
S.B. Lowen, M.C. Teich,
"Fractal shot noise",
Physical Review Letters, 25:1755-1759 (1989)
-
A.R. Osborne, A. Provenzale,
"Finite correlation dimension for stochastic systems
with power-law spectra",
Physica D, 35, 357-381 (1989).
1987
-
H. Takayasu,
"f-b power spectrum and stable distribution",
Journal of the Physical Society of Japan,
56(4), 1257-1260 (1987).
1986
-
T. Lundahl, W.J. Ohley,S.M. Kay, R. Stiffert,
"Fractional brownian motion: a maximum likelihood
estimator and its application to image texture,"
IEEE Transactions on Medical Imaging, 5(3):152-161 (1986).
1984
-
G.N.Bochkov, Yu.E.Kuzovlev (1984),
"On the probabilistic characteristics of 1/f-noise",
Translation in English in "Radiophysics and Quantum Electronics".
1980
-
C.W. Granger, R. Joyeux,
"An introduction to long memory time series models and
fractional differencing",
Journal of Time Series Analysis, 1(1):15-29 (1980).
1978
1976
-
J.L. Tandon, H.R. Bilger,
"1/f noise as a non-stationary process: experimental evidences and some
analytical conditions",
Journal of Applied Physics, 47, 1697-1701 (1976).
1968
-
J.J. Brophy,
"Statistics of 1/f noise",
Physical Review, 160, 827-831 (1968)
-
I. Flinn,
"Extent of the 1/f noise spectrum",
Nature, 219, 1356-1357 (1968).
1967
-
B.B. Mandebrot,
"Some noise with 1/f spectrum: a bridge
between direct current and white noise",
IEEE Transaction of Information Theory, 13, 289-298 (1967).
1966
- J.A. Barnes, D.W. Allan,
"A statistical model of flicker noise",
Proceedings of IEEE, 54, 176-178 (1966).