Modulated fractional Gaussian noise: a process with non-Gaussian wavelet details

The aim of this article is to propose a very simple model that is able to reproduce both scaling laws and scale dependent non-Gaussian wavelet details. It is based on the modulated version of a fractional Gaussian noise. Its power spectrum and the probability density functions of its discrete wavelet details are investigated and illustrated. Some examples based on simulated and real data are also given.