A wavelet-based joint estimator of the parameters of long-range dependence
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Publication:4701349
DOI10.1109/18.761330zbMath0945.94006OpenAlexW2164214015MaRDI QIDQ4701349
Publication date: 21 November 1999
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.761330
parameter estimationlong-range dependencewavelet decompositionHurst parametertime-scale analysistelecommunications networkswavelet-based estimatorjoint estimatorpacket traffic
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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