Estimation of Long-Range Dependence Using Wavelets
Blekinge Institute of Technology, Department of Telecommunications and Mathematics1998 (English)Conference paper (Refereed) Published
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.
Long-Range Dependence, Hurst parameter, wavelets
Computer Science Telecommunications
IdentifiersURN: urn:nbn:se:bth-9878Local ID: oai:bth.se:forskinfo79BAA12DDB1AC0C7C1256C7600506D0FOAI: oai:DiVA.org:bth-9878DiVA: diva2:837849
The 6th IFIP Workshop on Performance Modelling and Evaluation of ATM Networks (IFP ATM'98)