Study on Linear Combination of Long Memory Processes Corrupted by Additive Noises for fMRI Time Series Analysis

Estimating the long memory parameter of the fMRI time series enables us to understand the fractal behavior of neural activity of the brain through fMRI time series. However, the existence of white noise and physiological noise compounds which also have fractal properties prevent us from making the estimation precise. As basic strategies to overcome noises, we address how to estimate the long memory parameter in the presence of additive noises, and how to estimate the long memory parameters of linearly combined long memory processes.