Estimation of the memory parameter of the infinite-source Poisson process

Bernoulli

Volumn 13, Issue 2, 2007, Pages 473-491

  Faÿ, Gilles ^a   Roueff, Frano̧is ^b   Soulier, Philippe ^c  

^a UNIVERSITÉ LILLE 1   (France)

^b TELECOM PARISTECH   (France)

^c UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

Author keywords

Heavy tails; Internet traffic; Long range dependence; Poisson point processes; Semiparametric estimation; Wavelets

Indexed keywords

EID: 37249069541     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/07-BEJ5123     Document Type: Article

References (13)

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