Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.
Physical (with and without measurement noise) and corresponding ARFIMA(1, d, 1) models.
| Physical model | ARFIMA(1, d, 1) |
|---|---|
| Confinement by a potential well (O-U) | AR(1) |
| O-U + noise | ARMA(1,1) |
| BM | MA(0) |
| BM + noise | MA(1) |
| FBM | FI(d) |
| FBM + noise | FIMA(d, 1) |
