Add to ORKGABSTRACT. In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a log-regression estimator based on the so-called modified Allan variance (MAVAR). Simulations have shown that this estimator achieves higher accuracy and better confidence when compared with other methods of common use. Here we link it to the wavelets setting and provide an asymptotic analysis in the case the signal process is a fractional Brownian motion. In particular we show that the MAVAR log-regression estimator is consistent and asymptotically normal, providing the related confidence intervals for a suitable choice on the regression weights. Finally, we show some numerical examples
We present a new method to estimate the Hurst parameter of the increment process in network traffic ...
In the paper consistent estimates of the Hurst parameter of fractional Brownian motion are obtained ...
In this paper, we propose a method using continuous wavelets to study the multivariate fractio...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...
In order to estimate the memory parameter of Internet traffic data, it has been recently proposed a ...
In order to estimate the memory parameter of Internet traffic data, it has been recently proposed a ...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...
It has been observed that in many situations the network traffic is characterized by self-similarity...
Internet traffic exhibits self-similarity and long-range dependence (LRD) on various time scales. I...
Abstract: In the paper is applied wavelet-based Hurst parameter estimator for analysis of simulated ...
We consider the problem of estimating the Hurst parameter for long-range dependent processes using w...
Bellcore studies have shown that Fractional Brownian Motion (FBM) is a convenient and compact mathem...
Fast and robust Hurst parameter estimation of traffic data traces tops the bill of nowadays problems...
We present a new method to estimate the Hurst parameter of the increment process in network traffic ...
In the paper consistent estimates of the Hurst parameter of fractional Brownian motion are obtained ...
In this paper, we propose a method using continuous wavelets to study the multivariate fractio...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...
In order to estimate the memory parameter of Internet traffic data, it has been recently proposed a ...
In order to estimate the memory parameter of Internet traffic data, it has been recently proposed a ...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...
It has been observed that in many situations the network traffic is characterized by self-similarity...
Internet traffic exhibits self-similarity and long-range dependence (LRD) on various time scales. I...
Abstract: In the paper is applied wavelet-based Hurst parameter estimator for analysis of simulated ...
We consider the problem of estimating the Hurst parameter for long-range dependent processes using w...
Bellcore studies have shown that Fractional Brownian Motion (FBM) is a convenient and compact mathem...
Fast and robust Hurst parameter estimation of traffic data traces tops the bill of nowadays problems...
We present a new method to estimate the Hurst parameter of the increment process in network traffic ...
In the paper consistent estimates of the Hurst parameter of fractional Brownian motion are obtained ...
In this paper, we propose a method using continuous wavelets to study the multivariate fractio...