Comparative evaluation of semiparametric long-memory estimators

DOI10.1080/10629360500108848zbMath1101.62021MaRDI QIDQ5475370

Livia De Giovanni, Maurizio Naldi

Publication date: 16 June 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360500108848

zbMATH Keywords

wavelet transform; statistical inference; telecommunication networks; self similar processes; long-range dependence process simulation

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62M09: Non-Markovian processes: estimation

90B18: Communication networks in operations research

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

62B10: Statistical aspects of information-theoretic topics

Uses Software

• longmemo

Cites Work

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