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A synopsis of self‐similar stochastic processes is presented with special emphasis on fractional Brownian motion and noises. Detailed analysis and discussion are on the approach of ‘fast fractional Gaussian noises’ by Mandelbrot and his collaborators. Modifications are incorporated and parameter selection criteria suggested so that the method becomes simpler, more flexible to use, and easier to follow. A step‐by‐step procedure is included for convenience of application.
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Chi et al. (1973) studied this question.
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