Comparative evaluation of semiparametric long-memory estimators
From MaRDI portal
Publication:5475370
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
wavelet transform; statistical inference; telecommunication networks; self similar processes; long-range dependence process simulation
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements
- On weak convergence of long-range-dependent traffic processes.
- A storage model with self-similar input
- Gaussian semiparametric estimation of long range dependence
- A theory for multiresolution signal decomposition: the wavelet representation
- Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
- Wavelet analysis and synthesis of fractional Brownian motion
- Ten Lectures on Wavelets
- The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
- Wavelet analysis of long-range-dependent traffic
- ON THE AUTOMATIC SELECTION OF THE ONSET OF SCALING
- A wavelet-based joint estimator of the parameters of long-range dependence
- Large deviations and overflow probabilities for the general single-server queue, with applications
- Wavelet estimator of long-range dependent processes.