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Volumn 45, Issue 3, 1999, Pages 878-897

A wavelet-based joint estimator of the parameters of long-rangé dependence

Author keywords

Hurst parameter; Long range dependence; Packet traffic; Parameter estimation; Telecommunications networks; Time scale analysis; Wavelet decomposition

Indexed keywords

LONG-RANGE DEPENDENCE (LRD) PHENOMENON; WAVELET-BASED JOINT ESTIMATORS;

EID: 0032660798     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.761330     Document Type: Article
Times cited : (432)

References (30)
  • 5
    • 33747092035 scopus 로고    scopus 로고
    • On the automatic selection of scaling range in semiparametric LRD parameter estimation and the detection and compensation of level shift nonstationarities
    • P. Abry D. Veitch and M. Taqqu On the automatic selection of scaling range in semiparametric LRD parameter estimation and the detection and compensation of level shift nonstationarities in preparation.
    • In Preparation.
    • Abry, P.1    Veitch, D.2    Taqqu, M.3
  • 12
    • 0001445295 scopus 로고    scopus 로고
    • Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion
    • L. Delbeke and P. Abry Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion Stock. Processes and Applications 1997 submitted.
    • Stock. Processes and Applications 1997 Submitted.
    • Delbeke, L.1    Abry, P.2
  • 24
    • 0032628770 scopus 로고    scopus 로고
    • Measuring long-range dependence under changing traffic conditions
    • M. Roughan and D. Veitch Measuring long-range dependence under changing traffic conditions in Infocom'99 1998.
    • In Infocom'99 1998.
    • Roughan, M.1    Veitch, D.2
  • 28
    • 33747136663 scopus 로고    scopus 로고
    • A statistical test for the time constancy of scaling exponents
    • ___ A statistical test for the time constancy of scaling exponents Jan. 1999 submitted for publication..
    • Jan. 1999 Submitted for Publication..


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.