IS PCA reliable for the analysis of fractional Brownian motion?

Tolga Esat Özkurt, Tayfun Akgül. IS PCA reliable for the analysis of fractional Brownian motion?. In 13th European Signal Processing Conference, EUSIPCO 2005, Antalya, Turkey, September 4-8, 2005. pages 1-4, IEEE, 2005. [doi]

Abstract

Abstract is missing.