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Estimation of Long-Range Dependence Using Wavelets
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1998 (English)Conference paper (Refereed) Published
Abstract [en]

A wavelet-based tool is reported for the analysis of Long-Range Dependence (LRD) traffic to allow for semiparametric estimation of the Hurst (H) parameter. Validation has been also done, by using fBm and fGn models, and the obtained estimations show excellent agreements with the theoretical results.

Place, publisher, year, edition, pages
Ilkley, United Kingdom, 1998.
Keyword [en]
Long-Range Dependence, Hurst parameter, wavelets
National Category
Computer Science Telecommunications
URN: urn:nbn:se:bth-9878Local ID: diva2:837849
The 6th IFIP Workshop on Performance Modelling and Evaluation of ATM Networks (IFP ATM'98)
Available from: 2012-09-18 Created: 2002-11-19 Last updated: 2015-06-30Bibliographically approved

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Popescu, Adrian
Computer ScienceTelecommunications

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