An improved Hurst parameter estimator based on fractional Fourier transform

Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968 · 7.6K citations

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Statistics for Long-Memory Processes.

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The fractional Fourier transform and time-frequency representations

Luı́s B. Almeida · IEEE Transactions on Signal Processing · 1994 · 1.9K citations

Signal Processing Community, Time-frequency Analysis, Engineering +10