Analysis of LRD Series with Time-Varying Hurst Parameter

Computación y Sistemas

Donato Hernández Fusilier¹  Sergio Ledesma Orozco¹  Gabriel Aviña Cervantes¹  Gustavo Cerda Villafaña¹  Miguel Torres Cisneros¹ 

关键词: Estimation of Hurst parameter;    self-similarity;    long-range dependence;    time-varying Hurst parameter.;   

DOI  :  

学科分类：电子、光学、磁材料

来源: Instituto Politecnico Nacional * Centro de Investigacion en Computacion

【 摘 要 】

It has been previously shown that actual network traffic exhibits long-range dependence. The Hurst parameter captures the degree of long-range dependence; ho...

【 授权许可】

Unknown