On the Relationship Between l/f and Alpha-Stable Processes

f@-type spectral behavior has received considerable attention in the past few y ears because it arises from a wide range of nature phenomena. In this paper we consider a filtered Poisson process model, and show that this model gives rise to a power-law a- stable process if p < 1, or to a process with power-law a-stable increments if 1 < /3 < 3. Based on the rela- tionship between a and p we propose a new method for the estimation of the spectral exponent of the sam- ple spectrum, which is particulalry robust in the case 0更多