Constructs a time_series_model for flicker noise with
variance sigma2.
The process has spectral density
\(S(f) \propto \frac{1}{|f|}\). Hence, \(\kappa = -1\) (Bos et al., 2008).
The process is non-stationary and its covariance matrix is assumed to be
given by
$$
\mathbf C = \sigma^2 \mathbf U^\top \mathbf U,
$$
where \(\mathbf U \in \mathbb{R}^{N \times N}\) is an upper-triangular
Toeplitz matrix with entries
$$
U_{i,j} =
\begin{cases}
h_{j-i}, & j \ge i, \\
0, & j < i,
\end{cases}
\qquad i,j = 1, \ldots, N.
$$
The coefficients \(\{h_i\}_{i \ge 0}\) define a causal linear filter and
are given recursively by
$$
h_0 = 1, \qquad
h_i = \left(i - \frac{\kappa}{2} - 1\right)\frac{h_{i-1}}{i},
\quad i > 0.
$$