A study of wavelet analysis and data extraction from second-order self-similar time series

DOI10.1155/2013/102834MaRDI QIDQ460127zbMATH OpenOpenAlexWikidataFDO

Authors Leopoldo Estrada Vargas, Deni Torres Roman, Homer Toral Cruz

Publication date 13 October 2014

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/2013/102834

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Communication theory (94A05) Self-similar stochastic processes (60G18)

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Cites work

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• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• scientific article; zbMATH DE number 3070130 (Why is no real title available?)
• A wavelet-based joint estimator of the parameters of long-range dependence
• Cochran's statistical theorem revisited
• Estimation of Hurst exponent revisited
• Is Network Traffic Self-Similar or Multifractal?
• Long-range Dependence: Revisiting Aggregation with Wavelets
• Self-similar processes in communications networks
• Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator
• Tests for Hurst effect
• Wavelet analysis and synthesis of fractional Brownian motion

Cited in

(1)

• A fast simulation model based on Lindley's recursion for the G/G/1/K queue

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Uses Software

• longmemo

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